Package cern.jet.random
Class ChiSquare
- 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.ChiSquare
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- All Implemented Interfaces:
DoubleFunction
,IntFunction
,java.io.Serializable
,java.lang.Cloneable
public class ChiSquare extends AbstractContinousDistribution
ChiSquare distribution; See the math definition and animated definition.- A special case of the Gamma distribution.
p(x) = (1/g(f/2)) * (x/2)^(f/2-1) * exp(-x/2) with 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: Ratio of Uniforms with shift.
- High performance implementation. This is a port of RandChiSquare used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on chru.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon
J.F. Monahan (1987): An algorithm for generating chi random variables, ACM Trans. Math. Software 13, 168-172.
- Version:
- 1.0, 09/24/99
- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description private double
b
protected double
freedom
private double
freedom_in
protected static ChiSquare
shared
private double
vd
private double
vm
private double
vp
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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 ChiSquare(double freedom, RandomEngine randomGenerator)
Constructs a ChiSquare 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 freedom)
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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freedom_in
private double freedom_in
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b
private double b
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vm
private double vm
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vp
private double vp
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vd
private double vd
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shared
protected static ChiSquare shared
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Constructor Detail
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ChiSquare
public ChiSquare(double freedom, RandomEngine randomGenerator)
Constructs a ChiSquare distribution. Example: freedom=1.0.- Parameters:
freedom
- degrees of freedom.- Throws:
java.lang.IllegalArgumentException
- if freedom < 1.0.
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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 freedom)
Returns a random number from the distribution; bypasses the internal state.- Parameters:
freedom
- degrees of freedom. It should hold freedom < 1.0.
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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 < 1.0.
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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 < 1.0.
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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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