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

/*
 * Copyright (c) 2007, DoodleProject
 * All rights reserved.
 * 
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions
 * are met:
 * 
 * Redistributions of source code must retain the above copyright
 * notice, this list of conditions and the following disclaimer.
 * 
 * Redistributions in binary form must reproduce the above copyright
 * notice, this list of conditions and the following disclaimer in
 * the documentation and/or other materials provided with the
 * distribution.
 * 
 * Neither the name of DoodleProject nor the names of its
 * contributors may be used to endorse or promote products derived
 * from this software without specific prior written permission.
 * 
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND
 * CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES,
 * INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
 * MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS
 * BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
 * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
 * TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
 * DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
 * ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR
 * TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF
 * THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
 * SUCH DAMAGE.
 */

package jhplot.math.num.random;


/**
 * 

* A random variable generator for Student's t distribution. *

*

* References: *

    *
  1. Wikipedia contributors, "Student's t-Distribution," Wikipedia, The Free * Encyclopedia, * http://en.wikipedia.org/wiki/T_distribution
  2. *
*

* * @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; } }