NormalizedRandomGenerator
public class StableRandomGenerator extends Object implements NormalizedRandomGenerator
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.
Constructor | Description |
---|---|
StableRandomGenerator(RandomGenerator generator,
double alpha,
double beta) |
Create a new generator.
|
Modifier and Type | Method | Description |
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double |
nextNormalizedDouble() |
Generate a random scalar with zero location and unit scale.
|
public StableRandomGenerator(RandomGenerator generator, double alpha, double beta) throws MathIllegalArgumentException, NullArgumentException
generator
- underlying random generator to usealpha
- Stability parameter. Must be in range (0, 2]beta
- Skewness parameter. Must be in range [-1, 1]NullArgumentException
- if generator is nullMathIllegalArgumentException
- if alpha <= 0
or alpha > 2
or beta < -1
or beta > 1
public double nextNormalizedDouble()
nextNormalizedDouble
in interface NormalizedRandomGenerator
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