com.metsci.glimpse.util.math.stochastic.pdfcont
Class PdfContGaussianZiggurat

java.lang.Object
  extended by com.metsci.glimpse.util.math.stochastic.pdfcont.PdfContGaussianZiggurat
All Implemented Interfaces:
Pdf, PdfCont

public class PdfContGaussianZiggurat
extends java.lang.Object
implements PdfCont

This routine is based on the following article, with a couple of modifications which simplify the implementation. George Marsaglia, Wai Wan Tsang The Ziggurat Method for Generating Random Variables Journal of Statistical Software, vol. 5 (2000), no. 8 http://www.jstatsoft.org/v05/i08/ The modifications are: 1) use 128 steps instead of 256 to decrease the amount of static data necessary. 2) use an acceptance sampling from an exponential wedge exp(-R*(x-R/2)) for the tail of the base strip to simplify the implementation. The area of exponential wedge is used in calculating 'v' and the coefficients in ziggurat table, so the coefficients differ slightly from those in the Marsaglia and Tsang paper. See also Leong et al, "A Comment on the Implementation of the Ziggurat Method", Journal of Statistical Software, vol 5 (2005), no 7.

Author:
osborn

Constructor Summary
PdfContGaussianZiggurat(double mean, double stdev)
           
 
Method Summary
 double draw(Generator g)
          Returns a random draw from this PDF using the provided StochasticEngine.Generator object.
 
Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

PdfContGaussianZiggurat

public PdfContGaussianZiggurat(double mean,
                               double stdev)
Method Detail

draw

public double draw(Generator g)
Description copied from interface: PdfCont
Returns a random draw from this PDF using the provided StochasticEngine.Generator object.

Specified by:
draw in interface PdfCont


Copyright © 2012 Metron, Inc.. All Rights Reserved.