NormalInverseGaussianGen.java

/*
 * Class:        NormalInverseGaussianGen
 * Description:  random variate generators for the normal inverse gaussian distribution
 * 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.rng.*;
import umontreal.ssj.probdist.*;

public class NormalInverseGaussianGen extends RandomVariateGen {
   protected double mu;
   protected double delta = -1.0;
   protected double alpha = -1.0;
   protected double beta = -2.0;
   protected double gamma = -1.0;

   public NormalInverseGaussianGen(RandomStream s, double alpha, double beta, double mu, double delta) {
      super(s, new NormalInverseGaussianDist(alpha, beta, mu, delta));
      setParams(alpha, beta, mu, delta);
   }

   public NormalInverseGaussianGen(RandomStream s, NormalInverseGaussianDist dist) {
      super(s, dist);
      if (dist != null)
         setParams(dist.getAlpha(), dist.getBeta(), dist.getMu(), dist.getDelta());
   }

   public static double nextDouble(RandomStream s, double alpha, double beta, double mu, double delta) {
      return NormalInverseGaussianDist.inverseF(alpha, beta, mu, delta, s.nextDouble());
   }

   public double getAlpha() {
      return alpha;
   }

   public double getBeta() {
      return beta;
   }

   public double getMu() {
      return mu;
   }

   public double getDelta() {
      return delta;
   }

   public void setParams(double alpha, double beta, double mu, double delta) {
      if (delta <= 0.0)
         throw new IllegalArgumentException("delta <= 0");
      if (alpha <= 0.0)
         throw new IllegalArgumentException("alpha <= 0");
      if (Math.abs(beta) >= alpha)
         throw new IllegalArgumentException("|beta| >= alpha");
 
      gamma = Math.sqrt(alpha * alpha - beta * beta);
 
      this.mu = mu;
      this.delta = delta;
      this.beta = beta;
      this.alpha = alpha;
   }
 
}