Java source code of 'jhplot.math.num.random.CauchyRandomVariable'

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package jhplot.math.num.random;

/**
 * 

* A random variable generator for the Cauchy distribution. *

*

* References: *

    *
  1. Wikipedia contributors, "Cauchy Distribution," Wikipedia, The Free * Encyclopedia, * http://en.wikipedia.org/wiki/Cauchy_distribution
  2. *
*

* * @since 1.3 * @version $Revision: 1.4 $ $Date: 2007/11/18 23:51:19 $ */ public class CauchyRandomVariable extends AbstractContinuousRandomVariable { /** The median. */ private double median; /** The standard deviation. */ private double scale; /** * Default constructor. The location parameter is set to zero and the scale * parameter is set to one. */ public CauchyRandomVariable() { this(0.0, 1.0); } /** * Create a random variable with the given location and scale parameters. * * @param m the location parameter. * @param s the scale parameter. */ public CauchyRandomVariable(double m, double s) { this(m, s, new RandomRNG()); } /** * Create a random variable with the given parameters. * * @param m the location parameter. * @param s the scale parameter. * @param source the source generator. */ public CauchyRandomVariable(double m, double s, RNG source) { super(source); setMedian(m); setScale(s); } /** * Access the next random variable using the given generator. * * @param m the location parameter. * @param s the scale parameter. * @param source the source generator. * @return the next random variable. */ public static double nextRandomVariable(double m, double s, RNG source) { double v; double u1; do { u1 = source.nextRandomNumber(); double u2 = source.nextRandomNumber(); v = 2.0 * u2 - 1.0; } while (u1 * u1 + v * v >= 1); return (v / u1) * s + m; } /** * Access the location parameter. * * @return the location parameter. */ private double getMedian() { return median; } /** * Access the scale parameter. * * @return the scale parameter. */ private double getScale() { return scale; } /** * Access the next random variable from this generator. * * @return the next random variable. */ public double nextRandomVariable() { return nextRandomVariable(getMedian(), getScale(), getSource()); } /** * Modify the location parameter. * * @param m The new location parameter value. */ private void setMedian(double m) { if (Double.isNaN(m)) { throw new IllegalArgumentException( "location parameter must be a valid number."); } this.median = m; } /** * Modify the scale parameter. * * @param s The new scale parameter value. */ private void setScale(double s) { if (s <= 0.0 || Double.isNaN(s)) { throw new IllegalArgumentException( "scale parameter must be positive."); } this.scale = s; } }