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cern.jet.random.tdouble

Best Java code snippets using cern.jet.random.tdouble.Normal (Showing top 8 results out of 315)

origin: net.sourceforge.parallelcolt/parallelcolt

/**
 * Returns a random number from the distribution.
 */
public double nextDouble() {
  return nextDouble(this.mean, this.standardDeviation);
}
origin: net.sourceforge.parallelcolt/parallelcolt

/**
 * Constructs a normal (gauss) distribution. Example: mean=0.0,
 * standardDeviation=1.0.
 */
public Normal(double mean, double standardDeviation, DoubleRandomEngine randomGenerator) {
  setRandomGenerator(randomGenerator);
  setState(mean, standardDeviation);
}
origin: rwl/ParallelColt

  /**
   * Sets the uniform random number generated shared by all <b>static</b>
   * methods.
   * 
   * @param randomGenerator
   *            the new uniform random number generator to be shared.
   */
  private static void xstaticSetRandomGenerator(DoubleRandomEngine randomGenerator) {
    synchronized (shared) {
      shared.setRandomGenerator(randomGenerator);
    }
  }
}
origin: net.sourceforge.parallelcolt/parallelcolt

  /**
   * Sets the uniform random number generated shared by all <b>static</b>
   * methods.
   * 
   * @param randomGenerator
   *            the new uniform random number generator to be shared.
   */
  private static void xstaticSetRandomGenerator(DoubleRandomEngine randomGenerator) {
    synchronized (shared) {
      shared.setRandomGenerator(randomGenerator);
    }
  }
}
origin: rwl/ParallelColt

/**
 * Constructs a normal (gauss) distribution. Example: mean=0.0,
 * standardDeviation=1.0.
 */
public Normal(double mean, double standardDeviation, DoubleRandomEngine randomGenerator) {
  setRandomGenerator(randomGenerator);
  setState(mean, standardDeviation);
}
origin: net.sourceforge.parallelcolt/parallelcolt

/**
 * Returns a random number from the distribution with the given mean and
 * standard deviation.
 */
public static double staticNextDouble(double mean, double standardDeviation) {
  synchronized (shared) {
    return shared.nextDouble(mean, standardDeviation);
  }
}
origin: rwl/ParallelColt

/**
 * Returns a random number from the distribution.
 */
public double nextDouble() {
  return nextDouble(this.mean, this.standardDeviation);
}
origin: rwl/ParallelColt

/**
 * Returns a random number from the distribution with the given mean and
 * standard deviation.
 */
public static double staticNextDouble(double mean, double standardDeviation) {
  synchronized (shared) {
    return shared.nextDouble(mean, standardDeviation);
  }
}
cern.jet.random.tdoubleNormal

Javadoc

Normal (aka Gaussian) distribution; See the math definition and animated definition.
 
1                       2 
pdf(x) = ---------    exp( - (x-mean) / 2v )  
sqrt(2pi*v) 
x 
- 
1        | |                 2 
cdf(x) = ---------    |    exp( - (t-mean) / 2v ) dt 
sqrt(2pi*v)| | 
- 
-inf. 
where v = variance = standardDeviation^2.

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: Polar Box-Muller transformation. See G.E.P. Box, M.E. Muller (1958): A note on the generation of random normal deviates, Annals Math. Statist. 29, 610-611.

Most used methods

  • nextDouble
    Returns a random number from the distribution; bypasses the internal state.
  • setRandomGenerator
    Sets the uniform random generator internally used.
  • setState
    Sets the mean and variance.

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