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package jhplot.math.num.random;
/**
*
* A random variable generator for the Laplace distribution.
*
*
* References:
*
* - Wikipedia contributors, "Laplace Distribution," Wikipedia, The Free
* Encyclopedia,
* http://en.wikipedia.org/wiki/Laplace_distribution
*
*
*
* @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;
}
}