Examples of cern.jet.random.Beta

cern.jet.random.Beta

ern.ch/RD11/rkb/AN16pp/node15.html#SECTION000150000000000000000"> math definition and animated definition.

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.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation:

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

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. @author wolfgang.hoschek@cern.ch @version 1.0, 09/24/99

    ////                         protected methods                 ////


    /** Method that is called after _randomNumberGenerator is changed.
     */
    protected void _createdNewRandomNumberGenerator() {
        _generator = new Beta(2.0, 2.0, _randomNumberGenerator);
    }

        for ( int i = 0; i < Csum.length; i++ )
        {
            //double alpha = Csum[i] - C.get(i, i) + 1;
            double alpha = Csum[i] + dof[i] - C.get(i,i) - 1;
            double beta = C.get(i, i) + 1;
            rowDistribution[i] = new Beta( alpha, beta, mt );
        }


        // check counts.
        if (!checkCounts())
        {

        for (int i = 0; i < Csum.length; i++)
        {
            //double alpha = Csum[i] - C.get(i, i) + 1;
            double alpha = Csum[i] + dof[i] - C.get(i, i) - 1;
            double beta = C.get(i, i) + 1;
            rowDistribution[i] = new Beta(alpha, beta, new MersenneTwister());
        }


        // check counts.
        if (!checkCounts())
        {

Examples of cern.jet.random.Beta

Related Classes of cern.jet.random.Beta