NormalKindermannRamageGen.java

/*
 * Class:        NormalKindermannRamageGen
 * Description:  normal random variate generators using the Kindermann-Ramage method
 * 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 NormalKindermannRamageGen extends NormalGen {

   public NormalKindermannRamageGen(RandomStream s, double mu, double sigma) {
      super(s, null);
      setParams(mu, sigma);
   }

   public NormalKindermannRamageGen(RandomStream s) {
      this(s, 0.0, 1.0);
   }

   public NormalKindermannRamageGen(RandomStream s, NormalDist dist) {
      super(s, dist);
      if (dist != null)
         setParams(dist.getMu(), dist.getSigma());
   }
 
   public double nextDouble() {
      return kindermanRamage(stream, mu, sigma);
   }

   public static double nextDouble(RandomStream s, double mu, double sigma) {
      return kindermanRamage(s, mu, sigma);
   }
//>>>>>>>>>>>>>>>>>>>>  P R I V A T E S    M E T H O D S   <<<<<<<<<<<<<<<<<<<<
 
   private static double kindermanRamage(RandomStream stream, double mu, double sigma) {
      final double XI = 2.216035867166471;
      final double PIhochK = 0.3989422804;
      double U, V, W, X;
      double t, z;
 
      U = stream.nextDouble();
      if (U < 0.884070402298758) {
         V = stream.nextDouble();
         X = XI * (1.131131635444180 * U + V - 1.);
      }
 
      else if (U >= 0.973310954173898) {
         do {
            V = stream.nextDouble();
            W = stream.nextDouble();
            if (W == 0.) {
               t = 0.;
               continue;
            }
            t = XI * XI / 2. - Math.log(W);
         } while ((V * V * t) > (XI * XI / 2.));
         X = (U < 0.986655477086949) ? Math.pow(2 * t, 0.5) : -Math.pow(2 * t, 0.5);
      }
 
      else if (U >= 0.958720824790463) {
         do {
            V = stream.nextDouble();
            W = stream.nextDouble();
            z = V - W;
            t = XI - 0.630834801921960 * Math.min(V, W);
         } while (Math.max(V, W) > 0.755591531667601 && 0.034240503750111
               * Math.abs(z) > (PIhochK * Math.exp(t * t / (-2.)) - 0.180025191068563 * (XI - Math.abs(t))));
         X = (z < 0) ? t : -t;
      }
 
      else if (U >= 0.911312780288703) {
         do {
            V = stream.nextDouble();
            W = stream.nextDouble();
            z = V - W;
            t = 0.479727404222441 + 1.105473661022070 * Math.min(V, W);
         } while (Math.max(V, W) > 0.872834976671790 && 0.049264496373128
               * Math.abs(z) > (PIhochK * Math.exp(t * t / (-2)) - 0.180025191068563 * (XI - Math.abs(t))));
         X = (z < 0) ? t : -t;
      }
 
      else {
         do {
            V = stream.nextDouble();
            W = stream.nextDouble();
            z = V - W;
            t = 0.479727404222441 - 0.595507138015940 * Math.min(V, W);
            if (t < 0.0)
               continue;
         } while (Math.max(V, W) > 0.805777924423817 && 0.053377549506886
               * Math.abs(z) > (PIhochK * Math.exp(t * t / (-2)) - 0.180025191068563 * (XI - Math.abs(t))));
         X = (z < 0) ? t : -t;
      }
 
      return mu + sigma * X;
   }
}