/*
* Copyright (c) 2007, DoodleProject
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions
* are met:
*
* Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
*
* Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in
* the documentation and/or other materials provided with the
* distribution.
*
* Neither the name of DoodleProject nor the names of its
* contributors may be used to endorse or promote products derived
* from this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
* CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
* INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
* MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
* BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
* EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
* TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
* DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
* ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR
* TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
* THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
* SUCH DAMAGE.
*/
package jhplot.math.num.random;
/**
*
* A random variable generator for the Cauchy distribution.
*
*
* References:
*
* - Wikipedia contributors, "Cauchy Distribution," Wikipedia, The Free
* Encyclopedia,
* http://en.wikipedia.org/wiki/Cauchy_distribution
*
*
*
* @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;
}
}