NormalInverseFromDensityGen.java

/*
 * Class:        NormalInverseFromDensityGen
 * Description:  random variate generators using numerical inversion of
                 the normal 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 NormalInverseFromDensityGen extends NormalGen {

   public NormalInverseFromDensityGen(RandomStream stream, double mu, double sigma, double ueps, int order) {
      // dist is the normal distribution
      super(stream, mu, sigma);
      double xc = mu;
 
      // member (NormalDist) dist is replaced by
      // (InverseDistFromDensity) dist
      dist = new InverseDistFromDensity((ContinuousDistribution) dist, xc, ueps, order);
   }

   public NormalInverseFromDensityGen(RandomStream stream, NormalDist dist, double ueps, int order) {
      super(stream, dist);
      double xc = mu;
 
      // member (NormalDist) dist is replaced by
      // (InverseDistFromDensity) dist
      this.dist = new InverseDistFromDensity(dist, xc, ueps, order);
   }

   public NormalInverseFromDensityGen(RandomStream stream, InverseDistFromDensity dist) {
      super(stream, null);
      mu = dist.getXc();
      this.dist = dist;
   }

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

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