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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.
| Constructor Summary | |
|---|---|
StableRandomGenerator(RandomGenerator generator,
double alpha,
double beta)
Create a new generator. |
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| Method Summary | |
|---|---|
double |
nextNormalizedDouble()
Generate a random scalar with zero location and unit scale. |
| Methods inherited from class java.lang.Object |
|---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
|---|
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 |
|---|
public double nextNormalizedDouble()
nextNormalizedDouble in interface NormalizedRandomGenerator
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