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.
| Modifier and Type | Field and Description |
|---|---|
| private final double | alpha
stability parameter |
| private final double | beta
skewness parameter |
| private final RandomGenerator | generator
Underlying generator. |
| private final double | zeta
cache of expression value used in generation |
| Access | Constructor and Description |
|---|---|
| public | StableRandomGenerator(final RandomGenerator
underlying random generator to use generator, final double Stability parameter. Must be in range (0, 2] alpha, final double Skewness parameter. Must be in range [-1, 1] beta)Create a new generator. |
| Modifier and Type | Method and Description |
|---|---|
| public double | Returns: a random scalar with zero location and unit scaleImplements org. Generate a random scalar with zero location and unit scale. |
| alpha | back to summary |
|---|---|
| private final double alpha stability parameter | |
| beta | back to summary |
|---|---|
| private final double beta skewness parameter | |
| generator | back to summary |
|---|---|
| private final RandomGenerator generator Underlying generator. | |
| zeta | back to summary |
|---|---|
| private final double zeta cache of expression value used in generation | |
| StableRandomGenerator | back to summary |
|---|---|
| public StableRandomGenerator(final RandomGenerator generator, final double alpha, final double beta) throws NullArgumentException, OutOfRangeException Create a new generator.
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| nextNormalizedDouble | back to summary |
|---|---|
| public double nextNormalizedDouble() Implements org. Generate a random scalar with zero location and unit scale.
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