dev.nm.stat.random.rng.univariate.beta

Class Cheng1978

java.lang.Object

dev.nm.stat.random.rng.univariate.beta.Cheng1978

All Implemented Interfaces:

RandomBetaGenerator, RandomNumberGenerator, Seedable

public class Cheng1978
extends Object
implements RandomBetaGenerator

Cheng, 1978, is a new rejection method for generating beta variates. The method is compared with previously published methods both theoretically and through computer timings. It is suggested that the method has advantages in both speed and programming simplicity over previous methods, especially for "difficult" combinations of parameter values.

See Also:

• "R. C. H. Cheng, "Generating beta variates with nonintegral shape parameters," Communications of the ACM 21, 317-322. 1978."
• "http://svn.r-project.org/R/trunk/src/nmath/rbeta.c"

Constructor Summary

Constructors

Constructor and Description
Cheng1978(double aa, double bb) Constructs a random number generator to sample from the beta distribution.
Cheng1978(double aa, double bb, RandomLongGenerator uniform) Constructs a random number generator to sample from the beta distribution.

Method Summary

Modifier and Type	Method and Description
double	nextDouble() Get the next random double.
void	seed(long... seeds) Seed the random number/vector/scenario generator to produce repeatable experiments.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Cheng1978

public Cheng1978(double aa,
                 double bb,
                 RandomLongGenerator uniform)

Constructs a random number generator to sample from the beta distribution.

Parameters:

aa - the degree of freedom

bb - the degree of freedom

uniform - a uniform random number generator

Cheng1978

public Cheng1978(double aa,
                 double bb)

Constructs a random number generator to sample from the beta distribution.

Parameters:

aa - the degree of freedom

bb - the degree of freedom

Method Detail

seed

public void seed(long... seeds)

Description copied from interface: Seedable

Seed the random number/vector/scenario generator to produce repeatable experiments.

Specified by:

seed in interface Seedable

Parameters:

seeds - the seeds

nextDouble

public double nextDouble()

Description copied from interface: RandomNumberGenerator

Get the next random double.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next random number