Package org.apache.commons.math3.random

Examples of org.apache.commons.math3.random.SobolSequenceGenerator.nextVector()

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        // Verify that OLS estimates are better
        final int nModels = 10000;
        for (int i = 0; i < nModels; i++) {
           
            // Generate y = xb + u with u cov
            RealVector u = MatrixUtils.createRealVector(gen.nextVector());
            double[] y = u.add(x.operate(b)).toArray();
           
            // Estimate OLS parameters
            ols.newYSampleData(y);
            RealVector olsBeta = ols.calculateBeta();
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    // Create a CorrelatedRandomVectorGenerator using rawGenerator for the
    // components
    CorrelatedRandomVectorGenerator generator = new CorrelatedRandomVectorGenerator(mean, covariance, 1.0e-12 * covariance.getNorm(), rawGenerator);

    // Use the generator to generate correlated vectors
    double[] randomVector = generator.nextVector();
  }
}
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        // Verify that OLS estimates are better
        final int nModels = 10000;
        for (int i = 0; i < nModels; i++) {
           
            // Generate y = xb + u with u cov
            RealVector u = MatrixUtils.createRealVector(gen.nextVector());
            double[] y = u.add(x.operate(b)).toArray();
           
            // Estimate OLS parameters
            ols.newYSampleData(y);
            RealVector olsBeta = ols.calculateBeta();
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    public static List<Vector2D> makeRandom(int samples) {
        SobolSequenceGenerator generator = new SobolSequenceGenerator(2);
        generator.skipTo(999999);
        List<Vector2D> points = new ArrayList<Vector2D>();
        for (double i = 0; i < samples; i++) {
            double[] vector = generator.nextVector();
            vector[0] = vector[0] * 2 - 1;
            vector[1] = vector[1] * 2 - 1;
            Vector2D point = new Vector2D(vector);
            points.add(point);
        }
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                                          radiusRing1 + halfWidthRing1);
        final RealDistribution widthRing1
            = new UniformRealDistribution(-halfWidthRing1, halfWidthRing1);

        for (int i = 0; i < numPointsRing1; i++) {
            final double[] v = unit.nextVector();
            final double r = radius1.sample();
            // First ring is in the xy-plane, centered at (0, 0, 0).
            firstRing[i] = new Vector3D(v[0] * r,
                                        v[1] * r,
                                        widthRing1.sample());
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                                          radiusRing2 + halfWidthRing2);
        final RealDistribution widthRing2
            = new UniformRealDistribution(-halfWidthRing2, halfWidthRing2);

        for (int i = 0; i < numPointsRing2; i++) {
            final double[] v = unit.nextVector();
            final double r = radius2.sample();
            // Second ring is in the xz-plane, centered at (radiusRing1, 0, 0).
            secondRing[i] = new Vector3D(radiusRing1 + v[0] * r,
                                         widthRing2.sample(),
                                         v[1] * r);
 
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        for (int k = 0; k < 50; ++k) {

            // define the reference sphere we want to compute
            double d = 25 * random.nextDouble();
            double refRadius = 10 * random.nextDouble();
            Vector3D refCenter = new Vector3D(d, new Vector3D(sr.nextVector()));
            // set up a large sample inside the reference sphere
            int nbPoints = random.nextInt(1000);
            List<Vector3D> points = new ArrayList<Vector3D>();
            for (int i = 0; i < nbPoints; ++i) {
                double r = refRadius * random.nextDouble();
 
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            // set up a large sample inside the reference sphere
            int nbPoints = random.nextInt(1000);
            List<Vector3D> points = new ArrayList<Vector3D>();
            for (int i = 0; i < nbPoints; ++i) {
                double r = refRadius * random.nextDouble();
                points.add(new Vector3D(1.0, refCenter, r, new Vector3D(sr.nextVector())));
            }

            // test we find a sphere at most as large as the one used for random drawings
            checkSphere(points, refRadius);

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        final RandomGenerator random = new Well1024a(0x12faa818373ffe90l);
        final UnitSphereRandomVectorGenerator sr = new UnitSphereRandomVectorGenerator(2, random);
        for (int i = 0; i < 500; ++i) {
            double d = 25 * random.nextDouble();
            double refRadius = 10 * random.nextDouble();
            Vector2D refCenter = new Vector2D(d, new Vector2D(sr.nextVector()));
            List<Vector2D> support = new ArrayList<Vector2D>();
            for (int j = 0; j < 3; ++j) {
                support.add(new Vector2D(1.0, refCenter, refRadius, new Vector2D(sr.nextVector())));
            }
            EnclosingBall<Euclidean2D, Vector2D> disk = new DiskGenerator().ballOnSupport(support);
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            double d = 25 * random.nextDouble();
            double refRadius = 10 * random.nextDouble();
            Vector2D refCenter = new Vector2D(d, new Vector2D(sr.nextVector()));
            List<Vector2D> support = new ArrayList<Vector2D>();
            for (int j = 0; j < 3; ++j) {
                support.add(new Vector2D(1.0, refCenter, refRadius, new Vector2D(sr.nextVector())));
            }
            EnclosingBall<Euclidean2D, Vector2D> disk = new DiskGenerator().ballOnSupport(support);
            Assert.assertEquals(0.0, refCenter.distance(disk.getCenter()), 3e-9 * refRadius);
            Assert.assertEquals(refRadius, disk.getRadius(), 7e-10 * refRadius);
        }
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