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*
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*/
package jhplot.math.num.random;
/**
*
* A random variable generator for Student's t distribution.
*
*
* References:
*
* - Wikipedia contributors, "Student's t-Distribution," Wikipedia, The Free
* Encyclopedia,
* http://en.wikipedia.org/wiki/T_distribution
*
*
*
* @since 1.3
* @version $Revision: 1.3 $ $Date: 2007/11/18 23:51:19 $
*/
public class TRandomVariable extends AbstractContinuousRandomVariable {
/** The degreesOfFreedom. */
private double degreesOfFreedom;
/**
* Default constructor. Degrees of freedom is set to 1.
*/
public TRandomVariable() {
this(1.0);
}
/**
* Create a random variable with the given degrees of freedom.
*
* @param df degrees of freedom.
*/
public TRandomVariable(double df) {
this(df, new RandomRNG());
}
/**
* Create a random variable with the given parameters.
*
* @param df degrees of freedom.
* @param source the source generator.
*/
public TRandomVariable(double df, RNG source) {
super(source);
setDegreesOfFreedom(df);
}
/**
* Access the next random variable using the given generator.
*
* @param df degrees of freedom.
* @param source the source generator.
* @return the next random variable.
*/
public static double nextRandomVariable(double df, RNG source) {
double x;
double v;
do {
double u0 = source.nextRandomNumber();
double u1 = source.nextRandomNumber();
if (u0 < 0.5) {
x = 1.0 / (4.0 * u0 - 1.0);
v = u1 / (x * x);
} else {
x = 4.0 * u0 - 3.0;
v = u1;
}
} while (v >= 1.0 - 0.5 * Math.abs(x)
&& v >= Math.pow(1.0 + (x * x) / df, -0.5 * (df + 1.0)));
return x;
}
/**
* Access the degrees of freedom.
*
* @return the degrees of freedom.
*/
private double getDegreesOfFreedom() {
return degreesOfFreedom;
}
/**
* Access the next random variable from this generator.
*
* @return the next random variable.
*/
public double nextRandomVariable() {
return nextRandomVariable(getDegreesOfFreedom(), getSource());
}
/**
* Modify the degrees of freedom.
*
* @param df the new degrees of freedom value.
*/
private void setDegreesOfFreedom(double df) {
if (df <= 0.0 || Double.isNaN(df)) {
throw new IllegalArgumentException(
"Degrees of freedom must be positive.");
}
this.degreesOfFreedom = df;
}
}