ChiSquareNoncentralGamGen.java

/*
 * Class:        ChiSquareNoncentralGamGen
 * Description:  noncentral chi-square random variate generators using the
                 additive property of the noncentral chi-square distribution
 * Environment:  Java
 * Software:     SSJ
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       Richard Simard
 * @since
 *
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
 */
package umontreal.ssj.randvar;
 
import umontreal.ssj.rng.*;

public class ChiSquareNoncentralGamGen extends ChiSquareNoncentralGen {
   private double racLam = -1.0;

   public ChiSquareNoncentralGamGen(RandomStream stream, double nu, double lambda) {
      super(stream, null);
      setParams(nu, lambda);
      racLam = Math.sqrt(lambda);
   }
 
   public double nextDouble() {
      return gamGen(stream, nu, racLam);
   }

   public static double nextDouble(RandomStream stream, double nu, double lambda) {
      double racLam = Math.sqrt(lambda);
      return gamGen(stream, nu, racLam);
   }
 
//>>>>>>>>>>>>>>>>>>>>  P R I V A T E    M E T H O D S   <<<<<<<<<<<<<<<<<<<<
 
   private static double gamGen(RandomStream s, double nu, double racLam) {
      // racLam = sqrt(lambda)
      double x = NormalACRGen.nextDouble(s, racLam, 1.0);
      double y = GammaAcceptanceRejectionGen.nextDouble(s, 0.5 * (nu - 1.0), 0.5);
      return x * x + y;
   }
 
}