com.numericalmethod.suanshu.stats.random.distribution
Enum Gaussian.Method

java.lang.Object
  java.lang.Enum<Gaussian.Method>
      com.numericalmethod.suanshu.stats.random.distribution.Gaussian.Method

All Implemented Interfaces:

java.io.Serializable, java.lang.Comparable<Gaussian.Method>

Enclosing class:

Gaussian

public static enum Gaussian.Method
extends java.lang.Enum<Gaussian.Method>

the methods available to sample from the Normal distribution

Enum Constant Summary

BOX_MULLER
the Box-Muller method

MARSAGLIA_BRAY
the Marsaglia-Bray algorithm This is an acceptance-rejection method so there is no upper-bound on the number of uniforms it may use to generate a sample.

Method Summary

static Gaussian.Method	valueOf(java.lang.String name) Returns the enum constant of this type with the specified name.
static Gaussian.Method[]	values() Returns an array containing the constants of this enum type, in the order they are declared.

Methods inherited from class java.lang.Enum

clone, compareTo, equals, finalize, getDeclaringClass, hashCode, name, ordinal, toString, valueOf

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Enum Constant Detail

BOX_MULLER

public static final Gaussian.Method BOX_MULLER

the Box-Muller method

See Also:

"Box, G.E.P, and Muller, M.E. (1958). A note on the generation of random normal deviates. Annals of Mathematical Statistics 29:610-611."

MARSAGLIA_BRAY

public static final Gaussian.Method MARSAGLIA_BRAY

the Marsaglia-Bray algorithm

This is an acceptance-rejection method so there is no upper-bound on the number of uniforms it may use to generate a sample. Hence, this method is not applicable to quasi-Monte Carlo simulation.

See Also:

"Marsaglia, G., and Bray, T.A. (1964). A convenient method for generating normal variates. SIAM Review 6:260-264."

Method Detail

values

public static Gaussian.Method[] values()

Returns an array containing the constants of this enum type, in the order they are declared. This method may be used to iterate over the constants as follows:

for (Gaussian.Method c : Gaussian.Method.values())
    System.out.println(c);

Returns:

an array containing the constants of this enum type, in the order they are declared

valueOf

public static Gaussian.Method valueOf(java.lang.String name)

Returns the enum constant of this type with the specified name. The string must match exactly an identifier used to declare an enum constant in this type. (Extraneous whitespace characters are not permitted.)

Parameters:

name - the name of the enum constant to be returned.

Returns:

the enum constant with the specified name

Throws:

java.lang.IllegalArgumentException - if this enum type has no constant with the specified name

java.lang.NullPointerException - if the argument is null