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ErlangStream.java
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103 lines (82 loc) · 2.79 KB
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/*
* Copyright 1990-2008, Mark Little, University of Newcastle upon Tyne
* and others contributors as indicated
* by the @authors tag. All rights reserved.
* See the copyright.txt in the distribution for a
* full listing of individual contributors.
* This copyrighted material is made available to anyone wishing to use,
* modify, copy, or redistribute it subject to the terms and conditions
* of the GNU Lesser General Public License, v. 2.1.
* This program is distributed in the hope that it will be useful, but WITHOUT A
* WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A
* PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details.
* You should have received a copy of the GNU Lesser General Public License,
* v.2.1 along with this distribution; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston,
* MA 02110-1301, USA.
*
* (C) 1990-2008,
*/
package org.javasim.streams;
import java.io.IOException;
/**
* Returns a number from an Erlang distribution with the given mean and standard
* deviation.
*/
public class ErlangStream extends RandomStream
{
/**
* Create a stream with mean 'm' and standard deviation 'sd'.
*/
public ErlangStream(double m, double sd)
{
super();
Mean = m;
StandardDeviation = sd;
double z = Mean / StandardDeviation;
k = (long) (z * z);
}
/**
* Create a stream with mean 'm' and standard deviation 'sd'. Ignore the
* first 'StreamSelect' values before starting to return values.
*/
public ErlangStream(double m, double sd, int StreamSelect)
{
super();
Mean = m;
StandardDeviation = sd;
double z = Mean / StandardDeviation;
k = (long) (z * z);
for (int ss = 0; ss < StreamSelect * 1000; ss++)
uniform();
}
/**
* Create a stream with mean 'm' and standard deviation 'sd'. Ignore the
* first 'StreamSelect' values before starting to return values. The seeds
* to the RandomStream are 'MGSeed' and 'LGSeed'.
*/
public ErlangStream(double m, double sd, int StreamSelect, long MGSeed,
long LCGSeed)
{
super(MGSeed, LCGSeed);
Mean = m;
StandardDeviation = sd;
double z = Mean / StandardDeviation;
k = (long) (z * z);
for (int ss = 0; ss < StreamSelect * 1000; ss++)
uniform();
}
/**
* @return a stream number.
*/
public double getNumber () throws IOException, ArithmeticException
{
double z = 1.0;
for (int i = 0; i < k; i++)
z *= uniform();
return -(Mean / k) * Math.log(z);
}
private double Mean;
private double StandardDeviation;
private long k;
}