Package jsl.utilities.distributions

Class BivariateNormal

java.lang.Object

jsl.utilities.distributions.BivariateNormal

All Implemented Interfaces:

ParametersIfc, RNStreamControlIfc

public class BivariateNormal
extends java.lang.Object
implements RNStreamControlIfc, ParametersIfc

Allows for the generation of bivariate normal random variables

Field Summary

Fields

Modifier and Type	Field	Description
protected double	myMu1
protected double	myMu2
protected double	myRho
protected RNStreamIfc	myRNG
protected double	myVar1
protected double	myVar2

Constructor Summary

Constructors

Constructor	Description
BivariateNormal()	Constructs a standard bivariate normal with no correlation
BivariateNormal(double[] param)	Interprets the array of parameters as the parameters param[0] = mean 1; param[1] = variance 1; param[2] = mean 2; param[3] = variance 2; param[4] = correlation;
BivariateNormal(double[] param, RNStreamIfc rng)	Interprets the array of parameters as the parameters param[0] = mean 1; param[1] = variance 1; param[2] = mean 2; param[3] = variance 2; param[4] = correlation;
BivariateNormal(double mean1, double var1, double mean2, double var2, double rho)
BivariateNormal(double mean1, double var1, double mean2, double var2, double rho, RNStreamIfc rng)	Constructs a bivariate normal with the provided parameters
BivariateNormal(RNStreamIfc rng)	Constructs a standard bivariate normal with no correlation

Method Summary

Modifier and Type	Method	Description
void	advanceToNextSubstream()	Positions the RNG at the beginning of its next substream
boolean	getAntitheticOption()
double	getCorrelation()	Gets the correlation
double	getMean1()	Gets the first mean
double	getMean2()	Gets the second mean
double[]	getParameters()	Returns the parameters as an array param[0] = mean 1; param[1] = variance 1; param[2] = mean 2; param[3] = variance 2; param[4] = correlation;
RNStreamIfc	getRandomNumberGenerator()	Returns the distributions underlying random number generator
double[]	getValues()	Returns an array containing the bivariate pair x[0] = 1st marginal x[1] = 2nd marginal
double[]	getValues(double[] x)	Fills the supplied array with 2 values As a convenience also returns the array
double	getVariance1()	Gets the first variance
double	getVariance2()	Gets the 2nd variance
void	resetStartStream()	The resetStartStream method will position the RNG at the beginning of its stream.
void	resetStartSubstream()	Resets the position of the RNG at the start of the current substream
void	setAntitheticOption(boolean flag)	Tells the stream to start producing antithetic variates
void	setCorrelation(double rho)	Sets the correlation
void	setMean1(double mean)	Sets the first mean
void	setMean2(double mean)	Sets the second mean
void	setParameters(double[] param)	Interprets the array of parameters as the parameters param[0] = mean 1; param[1] = variance 1; param[2] = mean 2; param[3] = variance 2; param[4] = correlation;
void	setParameters(double mean1, double var1, double mean2, double var2, double rho)	Sets all the parameters
void	setRandomNumberGenerator(RNStreamIfc rng)	Sets the underlying random number generator for the distribution Throws a NullPointerException if rng is null
void	setVariance1(double variance)	Sets the first variance
void	setVariance2(double variance)	Sets the 2nd variance
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

myRNG

protected RNStreamIfc myRNG

myMu1

protected double myMu1

myVar1

protected double myVar1

myMu2

protected double myMu2

myVar2

protected double myVar2

myRho

protected double myRho

Constructor Detail

BivariateNormal

public BivariateNormal()

Constructs a standard bivariate normal with no correlation

BivariateNormal

public BivariateNormal(RNStreamIfc rng)

Constructs a standard bivariate normal with no correlation

BivariateNormal

public BivariateNormal(double mean1,
                       double var1,
                       double mean2,
                       double var2,
                       double rho)

Parameters:

mean1 -

var1 -

mean2 -

var2 -

rho -

BivariateNormal

public BivariateNormal(double[] param)

Interprets the array of parameters as the parameters param[0] = mean 1; param[1] = variance 1; param[2] = mean 2; param[3] = variance 2; param[4] = correlation;

Parameters:

param -

BivariateNormal

public BivariateNormal(double[] param,
                       RNStreamIfc rng)

Interprets the array of parameters as the parameters param[0] = mean 1; param[1] = variance 1; param[2] = mean 2; param[3] = variance 2; param[4] = correlation;

Parameters:

param -

rng -

BivariateNormal

public BivariateNormal(double mean1,
                       double var1,
                       double mean2,
                       double var2,
                       double rho,
                       RNStreamIfc rng)

Constructs a bivariate normal with the provided parameters

Parameters:

mean1 -

var1 -

mean2 -

var2 -

rho -

rng -

Method Detail

setAntitheticOption

public void setAntitheticOption(boolean flag)

Description copied from interface: RNStreamControlIfc

Tells the stream to start producing antithetic variates

Specified by:

setAntitheticOption in interface RNStreamControlIfc

Parameters:

flag - true means that it produces antithetic variates.

resetStartSubstream

public void resetStartSubstream()

Description copied from interface: RNStreamControlIfc

Resets the position of the RNG at the start of the current substream

Specified by:

resetStartSubstream in interface RNStreamControlIfc

resetStartStream

public void resetStartStream()

Description copied from interface: RNStreamControlIfc

The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.

Specified by:

resetStartStream in interface RNStreamControlIfc

advanceToNextSubstream

public void advanceToNextSubstream()

Description copied from interface: RNStreamControlIfc

Positions the RNG at the beginning of its next substream

Specified by:

advanceToNextSubstream in interface RNStreamControlIfc

setParameters

public final void setParameters(double mean1,
                                double var1,
                                double mean2,
                                double var2,
                                double rho)

Sets all the parameters

Parameters:

mean1 -

var1 -

mean2 -

var2 -

rho -

setParameters

public final void setParameters(double[] param)

Interprets the array of parameters as the parameters param[0] = mean 1; param[1] = variance 1; param[2] = mean 2; param[3] = variance 2; param[4] = correlation;

Specified by:

setParameters in interface ParametersIfc

Parameters:

param -

getParameters

public final double[] getParameters()

Returns the parameters as an array param[0] = mean 1; param[1] = variance 1; param[2] = mean 2; param[3] = variance 2; param[4] = correlation;

Specified by:

getParameters in interface ParametersIfc

Returns:

setMean1

public final void setMean1(double mean)

Sets the first mean

Parameters:

mean - of the distribution

getMean1

public final double getMean1()

Gets the first mean

Returns:

setVariance1

public final void setVariance1(double variance)

Sets the first variance

Parameters:

variance - of the distribution, must be > 0

getVariance1

public final double getVariance1()

Gets the first variance

Returns:

setMean2

public final void setMean2(double mean)

Sets the second mean

Parameters:

mean -

getMean2

public final double getMean2()

Gets the second mean

Returns:

setVariance2

public final void setVariance2(double variance)

Sets the 2nd variance

Parameters:

variance - of the distribution, must be > 0

getVariance2

public final double getVariance2()

Gets the 2nd variance

Returns:

setCorrelation

public final void setCorrelation(double rho)

Sets the correlation

Parameters:

rho -

getCorrelation

public final double getCorrelation()

Gets the correlation

Returns:

getRandomNumberGenerator

public RNStreamIfc getRandomNumberGenerator()

Returns the distributions underlying random number generator

Returns:

setRandomNumberGenerator

public void setRandomNumberGenerator(RNStreamIfc rng)

Sets the underlying random number generator for the distribution Throws a NullPointerException if rng is null

Parameters:

rng - the reference to the random number generator

getValues

public double[] getValues(double[] x)

Fills the supplied array with 2 values As a convenience also returns the array

Parameters:

x - Must be of size 2 or larger

Returns:

getValues

public double[] getValues()

Returns an array containing the bivariate pair x[0] = 1st marginal x[1] = 2nd marginal

Returns:

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

getAntitheticOption

public boolean getAntitheticOption()

Specified by:

getAntitheticOption in interface RNStreamControlIfc

Returns:

true means on