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*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
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package jhplot.math.num.random;
import jhplot.math.num.Constants;
import jhplot.math.num.special.Erf;
/**
*
* A random variable generator for the Log Normal distribution.
*
*
* References:
*
* - Wikipedia contributors, "Log-normal distribution," Wikipedia, The Free
* Encyclopedia,
* http://en.wikipedia.org/wiki/Lognormal_distribution
*
*
*
* @since 1.3
* @version $Revision: 1.2 $ $Date: 2007/11/08 17:37:57 $
*/
public class LogNormalRandomVariable extends AbstractContinuousRandomVariable {
/** The mean. */
private double mean;
/** The standard deviation. */
private double standardDeviation;
/**
* Default constructor. Mean is set to zero and standard deviation is set to
* one.
*/
public LogNormalRandomVariable() {
this(0.0, 1.0);
}
/**
* Create a random variable with the given mean and standard deviation.
*
* @param m the mean.
* @param s the standard deviation.
*/
public LogNormalRandomVariable(double m, double s) {
this(m, s, new RandomRNG());
}
/**
* Create a random variable with the given parameters.
*
* @param m the mean.
* @param s the standard deviation.
* @param source the source generator.
*/
public LogNormalRandomVariable(double m, double s, RNG source) {
super(source);
setMean(m);
setStandardDeviation(s);
}
/**
* Access the next random variable using the given generator.
*
* @param m the mean.
* @param s the standard deviation.
* @param source the source generator.
* @return the next random variable.
*/
public static double nextRandomVariable(double m, double s, RNG source) {
double u = source.nextRandomNumber();
return Math.exp(Constants.SQRT_2 * s * Erf.inverseErf(2.0 * u - 1.0)
+ m);
}
/**
* Access the mean.
*
* @return the mean.
*/
private double getMean() {
return mean;
}
/**
* Access the standard deviation.
*
* @return the standard deviation.
*/
private double getStandardDeviation() {
return standardDeviation;
}
/**
* Access the next random variable from this generator.
*
* @return the next random variable.
*/
public double nextRandomVariable() {
return nextRandomVariable(getMean(), getStandardDeviation(),
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 valid number.");
}
this.mean = m;
}
/**
* Modify the standard deviation.
*
* @param std The new standard deviation value.
*/
private void setStandardDeviation(double std) {
if (std <= 0.0 || Double.isNaN(std)) {
throw new IllegalArgumentException(
"Standard deviation must be positive.");
}
this.standardDeviation = std;
}
}