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NormalStream.java
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125 lines (102 loc) · 3.21 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 a normal distribution with the given mean and standard
* deviation.
*/
public class NormalStream extends RandomStream
{
/**
* Create stream with mean 'm' and standard deviation 'sd'.
*/
public NormalStream(double m, double sd)
{
super();
mean = m;
standardDeviation = sd;
z = 0.0;
}
/**
* Create stream with mean 'm' and standard deviation 'sd'. Skip the first
* 'StreamSelect' values.
*/
public NormalStream(double m, double sd, int StreamSelect)
{
super();
mean = m;
standardDeviation = sd;
z = 0.0;
for (int ss = 0; ss < StreamSelect * 1000; ss++)
uniform();
}
/**
* Create stream with mean 'm' and standard deviation 'sd'. Skip the first
* 'StreamSelect' values. Pass seeds 'MGSeed' and 'LCGSeed' to the base
* class.
*/
public NormalStream(double m, double sd, int StreamSelect, long MGSeed,
long LCGSeed)
{
super(MGSeed, LCGSeed);
mean = m;
standardDeviation = sd;
z = 0.0;
for (int ss = 0; ss < StreamSelect * 1000; ss++)
uniform();
}
/**
* Use the polar method, due to Box, Muller and
* Marsaglia.Taken from Seminumerical Algorithms, Knuth, Addison-Wesley,
* p.117.
*
* @return a stream number.
*/
public double getNumber () throws IOException, ArithmeticException
{
// Use the polar method, due to Box, Muller and Marsaglia
// Taken from Seminumerical Algorithms, Knuth, Addison-Wesley, p.117
double X2;
if (z != 0.0)
{
X2 = z;
z = 0.0;
}
else
{
double S, v1, v2;
do
{
v1 = 2.0 * uniform() - 1.0;
v2 = 2.0 * uniform() - 1.0;
S = v1 * v1 + v2 * v2;
}
while (S >= 1.0);
S = Math.sqrt((-2.0 * Math.log(S)) / S);
X2 = v1 * S;
z = v2 * S;
}
return mean + X2 * standardDeviation;
}
private double mean;
private double standardDeviation;
private double z;
}