FNoncentralGen.java

/*
 * Class:        FNoncentralGen
 * Description:  random variate generators for the noncentral F-distribution
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       
 * @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 FNoncentralGen extends RandomVariateGen {
   private ChiSquareNoncentralGen noncenchigen;
   private ChiSquareGen chigen;
   private double nu1; // degrees of freedom of noncenchigen
   private int nu2; // degrees of freedom of chigen
 
   public double nextDouble() {
      double x = noncenchigen.nextDouble();
      double y = chigen.nextDouble();
      return (x * nu2) / (y * nu1);
   }

   public FNoncentralGen(ChiSquareNoncentralGen ncgen, ChiSquareGen cgen) {
      super(null, null);
      setChiSquareNoncentralGen(ncgen);
      setChiSquareGen(cgen);
   }

   public void setChiSquareNoncentralGen(ChiSquareNoncentralGen ncgen) {
      nu1 = ncgen.getNu();
      noncenchigen = ncgen;
   }

   public void setChiSquareGen(ChiSquareGen cgen) {
      nu2 = cgen.getN();
      chigen = cgen;
   }
 
}