package umontreal.iro.lecuyer.randvar;
import umontreal.iro.lecuyer.rng.*;
import umontreal.iro.lecuyer.probdist.*;


/**
 * This class implements noncentral chi square random variate generators 
 * using Poisson and central chi square generators. It uses the following algorithm:
 * generate a random integer 
 * J∼Poisson(λ/2) from a Poisson 
 * distribution, generate a random real 
 * X∼Γ(j + ν/2, 1/2) from a 
 * gamma distribution, then return X. 
 * Here ν is the number of degrees of freedom and 
 * λ is the noncentrality parameter.
 * 
 * 

* To generate the Poisson variates, one * uses tabulated inversion for * λ < 10, and the acceptance complement * method for * λ >= 10, as in * (see class {@link umontreal.iro.lecuyer.randvar.PoissonTIACGen PoissonTIACGen}). * To generate the gamma variates, one * uses acceptance-rejection for α < 1, and acceptance-complement * for * α >= 1, as proposed in * (see class {@link umontreal.iro.lecuyer.randvar.GammaAcceptanceRejectionGen GammaAcceptanceRejectionGen}). * */ public class ChiSquareNoncentralPoisGen extends ChiSquareNoncentralGen { // protected RandomStream aux; /** * Creates a noncentral chi square random variate generator * with ν = nu degrees of freedom and noncentrality parameter * λ = lambda using stream stream, as described above. * */ public ChiSquareNoncentralPoisGen (RandomStream stream, double nu, double lambda) { super (stream, null); setParams (nu, lambda); } public double nextDouble() { return poisGenere (stream, nu, lambda); } /** * Generates a variate from the noncentral chi square * distribution with * parameters ν = nu and λ = lambda using * stream stream, as described above. * */ public static double nextDouble (RandomStream stream, double nu, double lambda) { return poisGenere (stream, nu, lambda); } //>>>>>>>>>>>>>>>>>>>> P R I V A T E S M E T H O D S <<<<<<<<<<<<<<<<<<<< private static double poisGenere (RandomStream s, double nu, double lambda) { int j = PoissonTIACGen.nextInt (s, 0.5*lambda); return GammaAcceptanceRejectionGen.nextDouble (s, 0.5*nu + j, 0.5); } }

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