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

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package jhplot.math.num.random;

/**
 * 

* A random variable generator for the Laplace distribution. *

*

* References: *

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

* * @since 1.3 * @version $Revision: 1.3 $ $Date: 2007/11/18 23:51:19 $ */ public class LaplaceRandomVariable extends AbstractContinuousRandomVariable { /** the mean. */ private double mean; /** the scale. */ private double scale; /** * Default constructor. Mean is set to zero and scale is set to one. */ public LaplaceRandomVariable() { this(0.0, 1.0); } /** * Create a random variable with the given mean and scale. * * @param m the mean. * @param s the scale. */ public LaplaceRandomVariable(double m, double s) { this(m, s, new RandomRNG()); } /** * Create a random variable with the given parameters. * * @param m the mean. * @param s the scale parameter. * @param source the source generator. */ public LaplaceRandomVariable(double m, double s, RNG source) { super(source); setMean(m); setScale(s); } /** * Access the next random variable using the given generator. * * @param m the mean. * @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 u; do { u = source.nextRandomNumber(); } while (u <= 0.0 || u >= 1.0); double ret; if (u < 0.5) { ret = m + s * Math.log(1.0 + (2.0 * u - 1.0)); } else { ret = m - s * Math.log(1.0 - (2.0 * u - 1.0)); } return ret; } /** * Access the mean. * * @return the mean. */ private double getMean() { return mean; } /** * Access the scale. * * @return the scale. */ private double getScale() { return scale; } /** * Access the next random variable from this generator. * * @return the next random variable. */ public double nextRandomVariable() { return nextRandomVariable(getMean(), getScale(), getSource()); } /** * Modify the mean. * * @param m the new mean value. */ private void setMean(double m) { if (Double.isNaN(m)) { throw new IllegalArgumentException("mean must be a number."); } mean = m; } /** * Modify the scale. * * @param s the new scale value. */ private void setScale(double s) { if (s <= 0.0 || Double.isNaN(s)) { throw new IllegalArgumentException("scale must be positive."); } scale = s; } }