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java.lang.Objectorg.apache.commons.math3.random.StableRandomGenerator
public class StableRandomGenerator
This class provides a stable normalized random generator. It samples from a stable distribution with location parameter 0 and scale 1.
The implementation uses the Chambers-Mallows-Stuck method as described in Handbook of computational statistics: concepts and methods by James E. Gentle, Wolfgang Härdle, Yuichi Mori.
Field Summary | |
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private double |
alpha
stability parameter |
private double |
beta
skewness parameter |
private RandomGenerator |
generator
Underlying generator. |
private double |
zeta
cache of expression value used in generation |
Constructor Summary | |
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StableRandomGenerator(RandomGenerator generator,
double alpha,
double beta)
Create a new generator. |
Method Summary | |
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double |
nextNormalizedDouble()
Generate a random scalar with zero location and unit scale. |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private final RandomGenerator generator
private final double alpha
private final double beta
private final double zeta
Constructor Detail |
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public StableRandomGenerator(RandomGenerator generator, double alpha, double beta) throws NullArgumentException, OutOfRangeException
generator
- underlying random generator to usealpha
- Stability parameter. Must be in range (0, 2]beta
- Skewness parameter. Must be in range [-1, 1]
NullArgumentException
- if generator is null
OutOfRangeException
- if alpha <= 0
or alpha > 2
or beta < -1
or beta > 1
Method Detail |
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public double nextNormalizedDouble()
nextNormalizedDouble
in interface NormalizedRandomGenerator
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