ExponentialInverseFromDensityGen.java

/*
 * Class:        ExponentialInverseFromDensityGen
 * Description:  exponential random variate generators using numerical
                 inversion of the exponential density
 * 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.*;
import umontreal.ssj.probdist.*;

public class ExponentialInverseFromDensityGen extends ExponentialGen {

   public ExponentialInverseFromDensityGen(RandomStream stream, double lambda, double ueps, int order) {
      // dist is the exponential distribution
      super(stream, lambda);
      double xc = Math.min(1.0, 0.5 / lambda);
 
      // Member (ExponentialDist) dist is replaced by
      // (InverseDistFromDensity) dist
      dist = new InverseDistFromDensity((ContinuousDistribution) dist, xc, ueps, order);
   }

   public ExponentialInverseFromDensityGen(RandomStream stream, ExponentialDist dist, double ueps, int order) {
      super(stream, dist);
      double xc = Math.min(1.0, 0.5 / lambda);
 
      // Member (ExponentialDist) dist is replaced by
      // (InverseDistFromDensity) dist
      this.dist = new InverseDistFromDensity(dist, xc, ueps, order);
   }

   public ExponentialInverseFromDensityGen(RandomStream stream, InverseDistFromDensity dist) {
      super(stream, null);
      lambda = -1; // don't know its explicit value; it is inside dist
      this.dist = dist;
   }

   public double getUepsilon() {
      return ((InverseDistFromDensity) dist).getEpsilon();
   }

   public int getOrder() {
      return ((InverseDistFromDensity) dist).getOrder();
   }
}