StudentNoncentralGen.java

/*
 * Class:        StudentNoncentralGen
 * Description:  random variate generator for the noncentral Student-t distribution
 * 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 StudentNoncentralGen extends RandomVariateGen {
   private NormalGen normgen;
   private ChiSquareGen chigen;
   private int n; // degrees of freedom of chi-square
 
   public double nextDouble() {
      double x = normgen.nextDouble();
      double y = chigen.nextDouble();
      return x / Math.sqrt(y / n);
   }

   public StudentNoncentralGen(NormalGen ngen, ChiSquareGen cgen) {
      super(null, null);
      setNormalGen(ngen);
      setChiSquareGen(cgen);
   }

   public void setNormalGen(NormalGen ngen) {
      if (1.0 != ngen.getSigma())
         throw new IllegalArgumentException("   variance of normal must be 1");
      normgen = ngen;
   }

   public void setChiSquareGen(ChiSquareGen cgen) {
      chigen = cgen;
      n = cgen.getN();
   }
 
}