Package cern.jet.random
Class Beta
- All Implemented Interfaces:
DoubleFunction
,IntFunction
,Serializable
,Cloneable
Beta distribution; math definition
and animated definition.
Static methods operate on a default uniform random number generator; they are synchronized.
Method: Stratified Rejection/Patchwork Rejection.
High performance implementation.
This is a port of bsprc.c from the C-RAND / WIN-RAND library.
C-RAND's implementation, in turn, is based upon
p(x) = k * x^(alpha-1) * (1-x)^(beta-1) with k = g(alpha+beta)/(g(alpha)*g(beta)) and g(a) being the gamma function.
Valid parameter ranges: alpha > 0 and beta > 0.
Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
Implementation:
H. Sakasegawa (1983): Stratified rejection and squeeze method for generating beta random numbers, Ann. Inst. Statist. Math. 35 B, 291-302.
and
Stadlober E., H. Zechner (1993), Generating beta variates via patchwork rejection,, Computing 50, 1-18.
- Version:
- 1.0, 09/24/99
- See Also:
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Field Summary
FieldsModifier and TypeFieldDescription(package private) double
(package private) double
(package private) double
protected double
(package private) double
(package private) double
(package private) double
protected double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
protected static Beta
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
(package private) double
Fields inherited from class cern.jet.random.AbstractDistribution
randomGenerator
Fields inherited from class cern.colt.PersistentObject
serialVersionUID
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Constructor Summary
ConstructorsConstructorDescriptionBeta
(double alpha, double beta, RandomEngine randomGenerator) Constructs a Beta distribution. -
Method Summary
Modifier and TypeMethodDescriptionprotected double
b00
(double a, double b, RandomEngine randomGenerator) protected double
b01
(double a, double b, RandomEngine randomGenerator) protected double
b1prs
(double p, double q, RandomEngine randomGenerator) double
cdf
(double x) Returns the cumulative distribution function.private static double
f
(double x, double a, double b, double m) double
Returns a random number from the distribution.double
nextDouble
(double alpha, double beta) Returns a beta distributed random number; bypasses the internal state.double
pdf
(double x) Returns the cumulative distribution function.void
setState
(double alpha, double beta) Sets the parameters.static double
staticNextDouble
(double alpha, double beta) Returns a random number from the distribution.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 Details
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alpha
protected double alpha -
beta
protected double beta -
PDF_CONST
double PDF_CONST -
a_last
double a_last -
b_last
double b_last -
a_
double a_ -
b_
double b_ -
t
double t -
fa
double fa -
fb
double fb -
p1
double p1 -
p2
double p2 -
c
double c -
ml
double ml -
mu
double mu -
p_last
double p_last -
q_last
double q_last -
a
double a -
b
double b -
s
double s -
m
double m -
D
double D -
Dl
double Dl -
x1
double x1 -
x2
double x2 -
x4
double x4 -
x5
double x5 -
f1
double f1 -
f2
double f2 -
f4
double f4 -
f5
double f5 -
ll
double ll -
lr
double lr -
z2
double z2 -
z4
double z4 -
p3
double p3 -
p4
double p4
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Constructor Details
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Beta
Constructs a Beta distribution.
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Method Details
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b00
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b01
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b1prs
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cdf
public double cdf(double x) Returns the cumulative distribution function. -
f
private static double f(double x, double a, double b, double m) -
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 alpha, double beta) Returns a beta distributed random number; bypasses the internal state. -
pdf
public double pdf(double x) Returns the cumulative distribution function. -
setState
public void setState(double alpha, double beta) Sets the parameters. -
staticNextDouble
public static double staticNextDouble(double alpha, double beta) Returns a random number from the distribution. -
toString
Returns a String representation of the receiver. -
xstaticSetRandomGenerator
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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