org.jmat.data
Class RandomVariable

java.lang.Object
  |
  +--org.jmat.data.RandomVariable

public class RandomVariable

extends java.lang.Object

The RandomVaraibale Class provides static methods for generating random numbers.

Constructor Summary

RandomVariable()

Method Summary

static double	beta(double a, double b) Generate a random number from a beta random variable.
static double	cauchy(double mu, double sigma) Generate a random number from a Cauchy random variable (Mean = Inf, and Variance = Inf).
static double	chi2(int n) Generate a random number from a Chi-2 random variable.
static double	dirac(double[] values, double[] prob) Generate a random number from a discrete random variable.
static double	exponential(double lambda) Generate a random number from an exponantial random variable (Mean = 1/lambda, variance = 1/lambda^2).
static double	logNormal(double mu, double sigma) Generate a random number from a LogNormal random variable.
static double	normal(double mu, double sigma) Generate a random number from a Gaussian (Normal) random variable.
protected static double	rand() Generate a random number between 0 and 1.
protected static int	randInt(int i0, int i1) Generate a random integer.
static double	rejection(DoubleFunction fun, double maxFun, double min, double max) Generate a random number from a random variable definied by its density function, using the rejection technic. !!!
static double	triangular(double min, double max) Generate a random number from a symetric triangular random variable.
static double	triangular(double min, double med, double max) Generate a random number from a non-symetric triangular random variable.
static double	uniform(double min, double max) Generate a random number from a uniform random variable.
static double	weibull(double lambda, double c) Generate a random number from a Weibull random variable.

Methods inherited from class java.lang.Object

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

Constructor Detail

RandomVariable

public RandomVariable()

Method Detail

rand

protected static double rand()

Generate a random number between 0 and 1.

Returns:

A double between 0 and 1.

randInt

protected static int randInt(int i0,
                             int i1)

Generate a random integer.

Parameters:

i0 - Min of the random variable.

i1 - Max of the random variable.

Returns:

An int between i0 and i1.

uniform

public static double uniform(double min,
                             double max)

Generate a random number from a uniform random variable.

Parameters:

min - Min of the random variable.

max - Max of the random variable.

Returns:

A double.

dirac

public static double dirac(double[] values,
                           double[] prob)

Generate a random number from a discrete random variable.

Parameters:

values - Discrete values.

prob - Probability of each value.

Returns:

A double.

normal

public static double normal(double mu,
                            double sigma)

Generate a random number from a Gaussian (Normal) random variable.

Parameters:

mu - Mean of the random variable.

sigma - Standard deviation of the random variable.

Returns:

A double.

chi2

public static double chi2(int n)

Generate a random number from a Chi-2 random variable.

Parameters:

n - Degrees of freedom of the chi2 random variable.

Returns:

A double.

logNormal

public static double logNormal(double mu,
                               double sigma)

Generate a random number from a LogNormal random variable.

Parameters:

mu - Mean of the Normal random variable.

sigma - Standard deviation of the Normal random variable.

Returns:

A double.

exponential

public static double exponential(double lambda)

Generate a random number from an exponantial random variable (Mean = 1/lambda, variance = 1/lambda^2).

Parameters:

lambda - Parmaeter of the exponential random variable.

Returns:

A double.

triangular

public static double triangular(double min,
                                double max)

Generate a random number from a symetric triangular random variable.

Parameters:

min - Min of the random variable.

max - Max of the random variable.

Returns:

A double.

triangular

public static double triangular(double min,
                                double med,
                                double max)

Generate a random number from a non-symetric triangular random variable.

Parameters:

min - Min of the random variable.

med - Value of the random variable with max density.

max - Max of the random variable.

Returns:

A double.

beta

public static double beta(double a,
                          double b)

Generate a random number from a beta random variable.

Parameters:

a - First parameter of the Beta random variable.

b - Second parameter of the Beta random variable.

Returns:

A double.

cauchy

public static double cauchy(double mu,
                            double sigma)

Generate a random number from a Cauchy random variable (Mean = Inf, and Variance = Inf).

Parameters:

mu - Median of the Weibull random variable

sigma - Second parameter of the Cauchy random variable.

Returns:

A double.

weibull

public static double weibull(double lambda,
                             double c)

Generate a random number from a Weibull random variable.

Parameters:

lambda - First parameter of the Weibull random variable.

c - Second parameter of the Weibull random variable.

Returns:

A double.

rejection

public static double rejection(DoubleFunction fun,
                               double maxFun,
                               double min,
                               double max)

Generate a random number from a random variable definied by its density function, using the rejection technic. !!! WARNING : this simulation technic can take a very long time !!!

Parameters:

fun - Density function (may be not normalized) of the random variable.

maxFun - Max of the function.

min - Min of the random variable.

max - Max of the random variable.

Returns:

A double.