repicea.stats

Class REpiceaRandom

java.lang.Object

java.util.Random

repicea.stats.REpiceaRandom

All Implemented Interfaces:

java.io.Serializable

public class REpiceaRandom
extends java.util.Random

See Also:

Serialized Form

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	REpiceaRandom()

Method Summary

Modifier and Type	Method and Description
Matrix	nextBartlettDecompositionMatrix(int df, int dim) This method returns the matrix A in the Bartlett decomposition.
double	nextBeta(double scale1, double scale2) Returns a random deviate from a beta distribution.
double	nextChiSquare(int df) This method returns a Chi squared random value.
double	nextGamma(double shape, double scale) Returns a random gamma distributed value following Marsaglia and Tsang's method.
int	nextNegativeBinomial(double mean, double dispersion) This method returns a random integer that follows negative binomial distribution.
double	nextStudentT(double df) Returns a random deviate from the standard Student's t distribution.

Methods inherited from class java.util.Random

doubles, doubles, doubles, doubles, ints, ints, ints, ints, longs, longs, longs, longs, next, nextBoolean, nextBytes, nextDouble, nextFloat, nextGaussian, nextInt, nextInt, nextLong, setSeed

Methods inherited from class java.lang.Object

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

Constructor Detail

REpiceaRandom

protected REpiceaRandom()

Method Detail

nextBeta

public double nextBeta(double scale1,
                       double scale2)

Returns a random deviate from a beta distribution. with scales scale1 and beta.

Parameters:

scale1 - a double larger than 0

scale2 - a double larger than 0

Returns:

a double

nextGamma

public double nextGamma(double shape,
                        double scale)

Returns a random gamma distributed value following Marsaglia and Tsang's method. The mean of the distribution is obtained through the product of the shape and the scale.

Parameters:

shape - a double larger than 0

scale - a double larger than 0

Returns:

a double

nextNegativeBinomial

public int nextNegativeBinomial(double mean,
                                double dispersion)

This method returns a random integer that follows negative binomial distribution.

Parameters:

mean - the mean of the distribution

dispersion - the dispersion parameter

Returns:

an integer

nextStudentT

public double nextStudentT(double df)

Returns a random deviate from the standard Student's t distribution. The algorithm behind the random deviate generation is that of Bailey (1994) based on polar generation.

Parameters:

df - the degrees of freedom

See Also:

Bailey, R.W. 1994. Polar generation of random variances with the t-distribution. Mathematics of Computation 62(206): 779-781.

nextChiSquare

public double nextChiSquare(int df)

This method returns a Chi squared random value.

Parameters:

df - the degrees of freedom

Returns:

a double

nextBartlettDecompositionMatrix

public Matrix nextBartlettDecompositionMatrix(int df,
                                              int dim)

This method returns the matrix A in the Bartlett decomposition.

Parameters:

df - degrees of freedom

dim - the dimensions of the matrix

Returns:

a Matrix