umontreal.iro.lecuyer.randvar

Class BetaSymmetricalPolarGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.BetaGen

umontreal.iro.lecuyer.randvar.BetaSymmetricalGen

umontreal.iro.lecuyer.randvar.BetaSymmetricalPolarGen

public class BetaSymmetricalPolarGen
extends BetaSymmetricalGen

This class implements symmetrical beta random variate generators using Ulrich's polar method. The method generates two uniform random variables x∈[0, 1] and y∈[- 1, 1] until x² + y² <= 1. Then it returns

(1/2) + (xy(1 - S^2/(2α- 1))^1/2)/S

where S = x² + y², and α is the shape parameter of the beta distribution. The method is valid only when α > 1/2.

Constructor Summary

Constructors

Constructor and Description
BetaSymmetricalPolarGen(RandomStream s1, BetaSymmetricalDist dist) Creates a new generator for the distribution dist, using only one stream s1.
BetaSymmetricalPolarGen(RandomStream s1, double alpha) Creates a symmetrical beta random variate generator with parameter α = alpha, using stream s1 to generate x and y, as in above.
BetaSymmetricalPolarGen(RandomStream s1, RandomStream s2, BetaSymmetricalDist dist) Creates a new generator for the distribution dist, using stream s1 to generate x and stream s2 to generate y, as in above.
BetaSymmetricalPolarGen(RandomStream s1, RandomStream s2, double alpha) Creates a symmetrical beta random variate generator with parameter α = alpha, using stream s1 to generate x and stream s2 to generate y, as in above.

Method Summary

Methods

Modifier and Type	Method and Description
RandomStream	getStream2() Returns stream s2 associated with this object.
double	nextDouble() Generates a random number from the continuous distribution contained in this object.
static double	nextDouble(RandomStream s, double alpha) Generates a random number by Ulrich's polar method using stream s.
static double	nextDouble(RandomStream s1, RandomStream s2, double alpha) Generates a random number using Ulrich's polar method.

Methods inherited from class umontreal.iro.lecuyer.randvar.BetaGen

getA, getAlpha, getB, getBeta, nextDouble

Methods inherited from class umontreal.iro.lecuyer.randvar.RandomVariateGen

getDistribution, getStream, nextArrayOfDouble, setStream

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BetaSymmetricalPolarGen

public BetaSymmetricalPolarGen(RandomStream s1,
                       RandomStream s2,
                       double alpha)

Creates a symmetrical beta random variate generator with parameter α = alpha, using stream s1 to generate x and stream s2 to generate y, as in above. Restriction: α > 1/2.

BetaSymmetricalPolarGen

public BetaSymmetricalPolarGen(RandomStream s1,
                       double alpha)

Creates a symmetrical beta random variate generator with parameter α = alpha, using stream s1 to generate x and y, as in above. Restriction: α > 1/2.

BetaSymmetricalPolarGen

public BetaSymmetricalPolarGen(RandomStream s1,
                       RandomStream s2,
                       BetaSymmetricalDist dist)

Creates a new generator for the distribution dist, using stream s1 to generate x and stream s2 to generate y, as in above. Restriction: dist must have α > 1/2.

BetaSymmetricalPolarGen

public BetaSymmetricalPolarGen(RandomStream s1,
                       BetaSymmetricalDist dist)

Creates a new generator for the distribution dist, using only one stream s1. Restriction: dist must have α > 1/2.

Method Detail

nextDouble

public static double nextDouble(RandomStream s1,
                RandomStream s2,
                double alpha)

Generates a random number using Ulrich's polar method. Stream s1 generates x and stream s2 generates y [see eq.]. Restriction: α > 1/2.

nextDouble

public static double nextDouble(RandomStream s,
                double alpha)

Generates a random number by Ulrich's polar method using stream s. Restriction: α > 1/2.

nextDouble

public double nextDouble()

Description copied from class: RandomVariateGen

Generates a random number from the continuous distribution contained in this object. By default, this method uses inversion by calling the inverseF method of the distribution object. Alternative generating methods are provided in subclasses.

Overrides:

nextDouble in class RandomVariateGen

Returns:

the generated value

getStream2

public RandomStream getStream2()

Returns stream s2 associated with this object.