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package jhplot.math.num.random;
/**
*
* A random variable generator for the F distribution.
*
*
* References:
*
* - Wikipedia contributors, "F-distribution," Wikipedia, The Free
* Encyclopedia,
* http://en.wikipedia.org/wiki/F_distribution
*
*
*
* @since 1.3
* @version $Revision: 1.2 $ $Date: 2007/11/08 17:37:57 $
*/
public class FRandomVariable extends AbstractContinuousRandomVariable {
/** The denominator degrees of freedom. */
private double denominatorDegreesOfFreedom;
/** The numerator degrees of freedom. */
private double numeratorDegreesOfFreedom;
/**
* Default constructor. Numerator degrees of freedom and denominator degrees
* of freedom are both set to 1.
*/
public FRandomVariable() {
this(1.0, 1.0);
}
/**
* Create a random variable with the given numerator degrees of freedom and
* denominator degrees of freedom.
*
* @param dfn the numerator degrees of freedom.
* @param dfd the denominator degrees of freedom.
*/
public FRandomVariable(double dfn, double dfd) {
this(dfn, dfd, new RandomRNG());
}
/**
* Create a random variable with the given parameters.
*
* @param dfn the numerator degrees of freedom.
* @param dfd the denominator degrees of freedom.
* @param source the source generator.
*/
public FRandomVariable(double dfn, double dfd, RNG source) {
super(source);
setNumeratorDegreesOfFreedom(dfn);
setDenominatorDegreesOfFreedom(dfd);
}
/**
* Access the next random variable using the given generator.
*
* @param dfn the numerator degrees of freedom.
* @param dfd the denominator degrees of freedom.
* @param source the source generator.
* @return the next random variable.
*/
public static double nextRandomVariable(double dfn, double dfd, RNG source) {
double x1 = ChiSquaredRandomVariable.nextRandomVariable(dfn, source)
/ dfn;
double x2 = ChiSquaredRandomVariable.nextRandomVariable(dfd, source);
return x1 / x2;
}
/**
* Access the denominator degrees of freedom.
*
* @return the denominator degrees of freedom.
*/
private double getDenominatorDegreesOfFreedom() {
return denominatorDegreesOfFreedom;
}
/**
* Access the numerator degrees of freedom.
*
* @return the numerator degrees of freedom.
*/
private double getNumeratorDegreesOfFreedom() {
return numeratorDegreesOfFreedom;
}
/**
* Access the next random variable from this generator.
*
* @return the next random variable.
*/
public double nextRandomVariable() {
return nextRandomVariable(getNumeratorDegreesOfFreedom(),
getDenominatorDegreesOfFreedom(), getSource());
}
/**
* Modify the denominator degrees of freedom.
*
* @param degreesOfFreedom the new denominator degrees of freedom.
*/
private void setDenominatorDegreesOfFreedom(double degreesOfFreedom) {
if (degreesOfFreedom <= 0.0 || Double.isNaN(degreesOfFreedom)) {
throw new IllegalArgumentException(
"degrees of freedom must be positive.");
}
this.denominatorDegreesOfFreedom = degreesOfFreedom;
}
/**
* Modify the numerator degrees of freedom.
*
* @param degreesOfFreedom the new numerator degrees of freedom.
*/
private void setNumeratorDegreesOfFreedom(double degreesOfFreedom) {
if (degreesOfFreedom <= 0.0 || Double.isNaN(degreesOfFreedom)) {
throw new IllegalArgumentException(
"degrees of freedom must be positive.");
}
this.numeratorDegreesOfFreedom = degreesOfFreedom;
}
}