adams.data.random
Class Random

java.lang.Object
  adams.data.random.Random

All Implemented Interfaces:

Serializable

public class Random
extends Object
implements Serializable

Based on JMathArray's org.math.array.util.Random class. But in comparison to the original class, this one here is seedable and all methods are non-static.

Version:

$Revision: 4584 $

Author:

Yann RICHET (original JMathArray code), fracpete (fracpete at waikato dot ac dot nz)

See Also:

Serialized Form

Nested Class Summary

static interface

Random.Function Based on JMathArray's org.math.array.util.Function.

Field Summary

protected RandomSeedable

m_RandEngine the random number generator.

Constructor Summary

Random()
Initializes the random number generator with a default (but fixed) seed value.

Random(long seed)
Initializes the random number generator with the specified seed value.

Method Summary

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

Field Detail

m_RandEngine

protected RandomSeedable m_RandEngine

the random number generator.

Constructor Detail

Random

public Random()

Initializes the random number generator with a default (but fixed) seed value.

Random

public Random(long seed)

Initializes the random number generator with the specified seed value.

Parameters:

seed - the seed value to use

Method Detail

raw

public double raw()

Generate a random number between 0 and 1. maybe changed for a better random number generator if needed.

Returns:

A double between 0 and 1.

randInt

public 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 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 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 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 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 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 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 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 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 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 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 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 double rejection(Random.Function 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.