com.numericalmethod.suanshu.stats.random.distribution
Class Gaussian

java.lang.Object
  com.numericalmethod.suanshu.stats.random.distribution.Gaussian

All Implemented Interfaces:

RandomNumberGenerator

Direct Known Subclasses:

StandardGaussian

public class Gaussian
extends java.lang.Object
implements RandomNumberGenerator

Sample pseudo random numbers from the Normal distribution.

See Also:

Wikipedia: Normal distribution

Nested Class Summary

static class

Gaussian.Method the methods available to sample from the Normal distribution

Field Summary

double	mu the mean
double	sigma the standard deviation

Constructor Summary

Gaussian(double mu, double sigma)
Construct a pseudo-random number generator of a Gaussian distribution using the Box-Muller method.

Gaussian(double mu, double sigma, Gaussian.Method method, RandomNumberGenerator rng)
Construct a pseudo-random number generator of a Gaussian distribution.

Method Summary

double	nextDouble() Get the next Gaussian sample.
void	seed(long... seeds) Seed the random number generator to produce repeatable sequences.

Methods inherited from class java.lang.Object

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

Field Detail

mu

public final double mu

the mean

sigma

public final double sigma

the standard deviation

Constructor Detail

Gaussian

public Gaussian(double mu,
                double sigma,
                Gaussian.Method method,
                RandomNumberGenerator rng)

Construct a pseudo-random number generator of a Gaussian distribution.

Parameters:

mu - the mean

sigma - the standard deviation

method - the sampling method

rng - a uniform random number generator

Gaussian

public Gaussian(double mu,
                double sigma)

Construct a pseudo-random number generator of a Gaussian distribution using the Box-Muller method.

Parameters:

mu - the mean

sigma - the standard deviation

Method Detail

seed

public void seed(long... seeds)

Description copied from interface: RandomNumberGenerator

Seed the random number generator to produce repeatable sequences.

Specified by:

seed in interface RandomNumberGenerator

Parameters:

seeds - the seeds

nextDouble

public double nextDouble()

Get the next Gaussian sample.

This method is synchronized so that one call generates two random samples.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next Gaussian sample