MixtureGen.java

/*
 * Class:        MixtureGen
 * Description:  random variate generators for a mixture of distributions
 * 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.probdist.DiscreteDistribution;
import umontreal.ssj.rng.RandomStream;
import umontreal.ssj.probdist.Distribution;

public class MixtureGen extends RandomVariateGen {

   protected Distribution[] dists;

   protected DiscreteDistribution weightsDist; // it is used to select the distribution

   protected double[] weights;

   public MixtureGen(RandomStream s, Distribution[] dists, double[] weights) {
      super(s, null);
      if (dists.length != weights.length)
         throw new IllegalArgumentException("The arrays dists and weigths must have the same length");
 
      this.dists = dists;
      this.weights = weights;
 
      initWeightDistribution();
   }

   private void initWeightDistribution() {
      int[] idx = new int[weights.length];
      for (int i = 0; i < idx.length; i++)
         idx[i] = i;
      weightsDist = new DiscreteDistribution(idx, weights, idx.length);
   }


   @Override
   public Distribution getDistribution() {
      throw new UnsupportedOperationException("Use getDistributions method instead");
   }

   public Distribution[] getDistributions() {
      return dists;
   }

   public double[] getWeights() {
      return weights;
   }

 
   @Override
   public double nextDouble() {
      // select distribution from mixture
      int idx = (int) Math.round(weightsDist.inverseF(stream.nextDouble()));
 
      // generate random variate from selected distribution
      return dists[idx].inverseF(stream.nextDouble());
   }
}