umontreal.iro.lecuyer.randvar

Class FoldedNormalGen

java.lang.Object

umontreal.iro.lecuyer.randvar.RandomVariateGen

umontreal.iro.lecuyer.randvar.FoldedNormalGen

public class FoldedNormalGen
extends RandomVariateGen

This class implements methods for generating random variates from the folded normal distribution with parameters μ >= 0 and σ > 0. The density is

f (x) = φ((x - μ/)σ) + φ((- x - μ)/σ) for x >= 0,

where φ denotes the density function of a standard normal distribution.

Constructor Summary

Constructors

Constructor and Description
FoldedNormalGen(RandomStream s, double mu, double sigma) Creates a new folded normal generator with parameters μ = mu and σ = sigma, using stream s.
FoldedNormalGen(RandomStream s, FoldedNormalDist dist) Creates a new generator for the distribution dist, using stream s.

Method Summary

Methods

Modifier and Type	Method and Description
double	getMu() Returns the parameter μ of this object.
double	getSigma() Returns the parameter σ of this object.
static double	nextDouble(RandomStream s, double mu, double sigma) Generates a variate from the folded normal distribution with parameters μ = mu and σ = sigma, using stream s.

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

getDistribution, getStream, nextArrayOfDouble, nextDouble, setStream

Methods inherited from class java.lang.Object

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

Constructor Detail

FoldedNormalGen

public FoldedNormalGen(RandomStream s,
               double mu,
               double sigma)

Creates a new folded normal generator with parameters μ = mu and σ = sigma, using stream s.

FoldedNormalGen

public FoldedNormalGen(RandomStream s,
               FoldedNormalDist dist)

Creates a new generator for the distribution dist, using stream s.

Method Detail

nextDouble

public static double nextDouble(RandomStream s,
                double mu,
                double sigma)

Generates a variate from the folded normal distribution with parameters μ = mu and σ = sigma, using stream s.

Parameters:

s - the random stream

mu - the parameter mu

sigma - the parameter sigma

Returns:

Generates a variate from the FoldedNormal distribution

getMu

public double getMu()

Returns the parameter μ of this object.

Returns:

the parameter mu

getSigma

public double getSigma()

Returns the parameter σ of this object.

Returns:

the parameter mu