InverseFromDensityGen.java

/*
 * Class:        InverseFromDensityGen
 * Description:  generator of random variates by numerical inversion of
                 an arbitrary continuous distribution when only the
                 probability density is known
 * Environment:  Java
 * Software:     SSJ
 * Copyright (C) 2001  Pierre L'Ecuyer and Universite de Montreal
 * Organization: DIRO, Universite de Montreal
 * @author       Richard Simard
 * @since        June 2008
 *
 *
 * 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.functions.MathFunction;
import umontreal.ssj.rng.RandomStream;
import umontreal.ssj.probdist.ContinuousDistribution;
import umontreal.ssj.probdist.InverseDistFromDensity;

public class InverseFromDensityGen extends RandomVariateGen {

   public InverseFromDensityGen(RandomStream stream, ContinuousDistribution dis, double xc, double eps, int order) {
      super(stream, null);
      dist = new InverseDistFromDensity(dis, xc, eps, order);
   }

   public InverseFromDensityGen(RandomStream stream, MathFunction dens, double xc, double eps, int order, double xleft,
         double xright) {
      super(stream, null);
      dist = new InverseDistFromDensity(dens, xc, eps, order, xleft, xright);
   }

   public double nextDouble() {
      return dist.inverseF(stream.nextDouble());
   }

   public double getXc() {
      return ((InverseDistFromDensity) dist).getXc();
   }

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

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