cern.jet.random.tdouble

Class ChiSquare

java.lang.Object

cern.colt.PersistentObject

cern.jet.random.tdouble.AbstractDoubleDistribution

cern.jet.random.tdouble.AbstractContinousDoubleDistribution

cern.jet.random.tdouble.ChiSquare

All Implemented Interfaces:

DoubleFunction, IntFunction, java.io.Serializable, java.lang.Cloneable

public class ChiSquare
extends AbstractContinousDoubleDistribution

ChiSquare distribution; See the math definition and animated definition.

A special case of the Gamma distribution.

p(x) = (1/g(f/2)) * (x/2)^(f/2-1) * exp(-x/2) with g(a) being the gamma function and f being the degrees of freedom.

Valid parameter ranges: freedom > 0.

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation:

Method: Ratio of Uniforms with shift.

High performance implementation. This is a port of RandChiSquare used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on chru.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon

J.F. Monahan (1987): An algorithm for generating chi random variables, ACM Trans. Math. Software 13, 168-172.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
ChiSquare(double freedom, DoubleRandomEngine randomGenerator) Constructs a ChiSquare distribution.

Method Summary

Modifier and Type	Method and Description
double	cdf(double x) Returns the cumulative distribution function.
double	nextDouble() Returns a random number from the distribution.
double	nextDouble(double freedom) Returns a random number from the distribution; bypasses the internal state.
double	pdf(double x) Returns the probability distribution function.
void	setState(double freedom) Sets the distribution parameter.
static double	staticNextDouble(double freedom) Returns a random number from the distribution.
java.lang.String	toString() Returns a String representation of the receiver.

Methods inherited from class cern.jet.random.tdouble.AbstractDoubleDistribution

apply, apply, clone, makeDefaultGenerator, nextInt

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

ChiSquare

public ChiSquare(double freedom,
                 DoubleRandomEngine randomGenerator)

Constructs a ChiSquare distribution. Example: freedom=1.0.

Parameters:

freedom - degrees of freedom.

Throws:

java.lang.IllegalArgumentException - if freedom < 1.0.

Method Detail

cdf

public double cdf(double x)

Returns the cumulative distribution function.

nextDouble

public double nextDouble()

Returns a random number from the distribution.

Specified by:

nextDouble in class AbstractDoubleDistribution

nextDouble

public double nextDouble(double freedom)

Returns a random number from the distribution; bypasses the internal state.

Parameters:

freedom - degrees of freedom. It should hold freedom < 1.0.

pdf

public double pdf(double x)

Returns the probability distribution function.

setState

public void setState(double freedom)

Sets the distribution parameter.

Parameters:

freedom - degrees of freedom.

Throws:

java.lang.IllegalArgumentException - if freedom < 1.0.

staticNextDouble

public static double staticNextDouble(double freedom)

Returns a random number from the distribution.

Parameters:

freedom - degrees of freedom.

Throws:

java.lang.IllegalArgumentException - if freedom < 1.0.

toString

public java.lang.String toString()

Returns a String representation of the receiver.

Overrides:

toString in class java.lang.Object