Package cern.jet.random
Class StudentT
- java.lang.Object
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- cern.colt.PersistentObject
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- cern.jet.random.AbstractDistribution
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- cern.jet.random.AbstractContinousDistribution
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- cern.jet.random.StudentT
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- All Implemented Interfaces:
DoubleFunction
,IntFunction
,java.io.Serializable
,java.lang.Cloneable
public class StudentT extends AbstractContinousDistribution
StudentT distribution (aka T-distribution); See the math definition and animated definition.p(x) = k * (1+x^2/f) ^ -(f+1)/2 where k = g((f+1)/2) / (sqrt(pi*f) * g(f/2)) and g(a) being the gamma function and f being the degrees of freedom.
Valid parameter ranges: freedom > 0.
Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
- Static methods operate on a default uniform random number generator; they are synchronized.
Implementation:
- Method: Adapted Polar Box-Muller transformation.
- This is a port of RandStudentT used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on tpol.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon
R.W. Bailey (1994): Polar generation of random variates with the t-distribution, Mathematics of Computation 62, 779-781.
- Version:
- 1.0, 09/24/99
- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description protected double
freedom
protected static StudentT
shared
protected double
TERM
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Fields inherited from class cern.jet.random.AbstractDistribution
randomGenerator
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Fields inherited from class cern.colt.PersistentObject
serialVersionUID
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Constructor Summary
Constructors Constructor Description StudentT(double freedom, RandomEngine randomGenerator)
Constructs a StudentT distribution.
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description double
cdf(double x)
Returns the cumulative distribution function.double
nextDouble()
Returns a random number from the distribution.double
nextDouble(double degreesOfFreedom)
Returns a random number from the distribution; bypasses the internal state.double
pdf(double x)
Returns the probability distribution function.void
setState(double freedom)
Sets the distribution parameter.static double
staticNextDouble(double freedom)
Returns a random number from the distribution.java.lang.String
toString()
Returns a String representation of the receiver.private static void
xstaticSetRandomGenerator(RandomEngine randomGenerator)
Sets the uniform random number generated shared by all static methods.-
Methods inherited from class cern.jet.random.AbstractDistribution
apply, apply, clone, getRandomGenerator, makeDefaultGenerator, nextInt, setRandomGenerator
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Field Detail
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freedom
protected double freedom
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TERM
protected double TERM
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shared
protected static StudentT shared
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Constructor Detail
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StudentT
public StudentT(double freedom, RandomEngine randomGenerator)
Constructs a StudentT distribution. Example: freedom=1.0.- Parameters:
freedom
- degrees of freedom.- Throws:
java.lang.IllegalArgumentException
- if freedom <= 0.0.
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Method Detail
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cdf
public double cdf(double x)
Returns the cumulative distribution function.
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nextDouble
public double nextDouble()
Returns a random number from the distribution.- Specified by:
nextDouble
in classAbstractDistribution
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nextDouble
public double nextDouble(double degreesOfFreedom)
Returns a random number from the distribution; bypasses the internal state.- Parameters:
a
- degrees of freedom.- Throws:
java.lang.IllegalArgumentException
- if a <= 0.0.
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pdf
public double pdf(double x)
Returns the probability distribution function.
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setState
public void setState(double freedom)
Sets the distribution parameter.- Parameters:
freedom
- degrees of freedom.- Throws:
java.lang.IllegalArgumentException
- if freedom <= 0.0.
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staticNextDouble
public static double staticNextDouble(double freedom)
Returns a random number from the distribution.- Parameters:
freedom
- degrees of freedom.- Throws:
java.lang.IllegalArgumentException
- if freedom <= 0.0.
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toString
public java.lang.String toString()
Returns a String representation of the receiver.- Overrides:
toString
in classjava.lang.Object
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xstaticSetRandomGenerator
private static void xstaticSetRandomGenerator(RandomEngine randomGenerator)
Sets the uniform random number generated shared by all static methods.- Parameters:
randomGenerator
- the new uniform random number generator to be shared.
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