Package jsl.utilities.random.rvariable

Class BivariateNormalRV

java.lang.Object

jsl.utilities.random.rvariable.AbstractMVRVariable

jsl.utilities.random.rvariable.BivariateNormalRV

All Implemented Interfaces:

GetNameIfc, IdentityIfc, GetRandomNumberStreamIfc, RNStreamControlIfc, SetRandomNumberStreamIfc, MVRVariableIfc, MVSampleIfc

public class BivariateNormalRV
extends AbstractMVRVariable

Allows for the generation of bi-variate normal random variables

Field Summary

Fields inherited from class jsl.utilities.random.rvariable.AbstractMVRVariable

myRNG

Constructor Summary

Constructors

Constructor	Description
BivariateNormalRV()	Constructs a standard bi-variate normal with no correlation
BivariateNormalRV(double mean1, double var1, double mean2, double var2, double rho)
BivariateNormalRV(double mean1, double var1, double mean2, double var2, double rho, int streamNum)	Constructs a bi-variate normal with the provided parameters
BivariateNormalRV(double mean1, double var1, double mean2, double var2, double rho, RNStreamIfc rng)	Constructs a bi-variate normal with the provided parameters
BivariateNormalRV(RNStreamIfc rng)	Constructs a standard bi-variate normal with no correlation

Method Summary

Modifier and Type	Method	Description
double	getCorrelation()	Gets the correlation
double	getMean1()	Gets the first mean
double	getMean2()	Gets the second mean
double	getVariance1()	Gets the first variance
double	getVariance2()	Gets the 2nd variance
MVRVariableIfc	newInstance(RNStreamIfc rng)
double[]	sample()
java.lang.String	toString()

Methods inherited from class jsl.utilities.random.rvariable.AbstractMVRVariable

advanceToNextSubstream, getAntitheticOption, getId, getName, getRandomNumberStream, resetStartStream, resetStartSubstream, setAntitheticOption, setName, setRandomNumberStream

Methods inherited from class java.lang.Object

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

Methods inherited from interface jsl.utilities.random.rng.GetRandomNumberStreamIfc

getStreamNumber

Methods inherited from interface jsl.utilities.random.rvariable.MVRVariableIfc

newInstance

Methods inherited from interface jsl.utilities.random.rvariable.MVSampleIfc

sample, sample

Methods inherited from interface jsl.utilities.random.rng.SetRandomNumberStreamIfc

setRandomNumberStream

Constructor Detail

BivariateNormalRV

public BivariateNormalRV()

Constructs a standard bi-variate normal with no correlation

BivariateNormalRV

public BivariateNormalRV(RNStreamIfc rng)

Constructs a standard bi-variate normal with no correlation

BivariateNormalRV

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

Parameters:

mean1 - mean of first coordinate

var1 - variance of first coordinate

mean2 - mean of 2nd coordinate

var2 - variance of 2nd coordinate

rho - correlation between X1 and X2

BivariateNormalRV

public BivariateNormalRV(double mean1,
                         double var1,
                         double mean2,
                         double var2,
                         double rho,
                         int streamNum)

Constructs a bi-variate normal with the provided parameters

Parameters:

mean1 - mean of first coordinate

var1 - variance of first coordinate

mean2 - mean of 2nd coordinate

var2 - variance of 2nd coordinate

rho - correlation between X1 and X2

streamNum - the stream number

BivariateNormalRV

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

Constructs a bi-variate normal with the provided parameters

Parameters:

mean1 - mean of first coordinate

var1 - variance of first coordinate

mean2 - mean of 2nd coordinate

var2 - variance of 2nd coordinate

rho - correlation between X1 and X2

rng - the RNStreamIfc

Method Detail

getMean1

public final double getMean1()

Gets the first mean

Returns:

the first mean

getVariance1

public final double getVariance1()

Gets the first variance

Returns:

the first variance

getMean2

public final double getMean2()

Gets the second mean

Returns:

the second mean

getVariance2

public final double getVariance2()

Gets the 2nd variance

Returns:

the 2nd variance

getCorrelation

public final double getCorrelation()

Gets the correlation

Returns:

the correlation

sample

public final double[] sample()

Returns:

generates an array of random values

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object

newInstance

public final MVRVariableIfc newInstance(RNStreamIfc rng)

Parameters:

rng - the RngIfc to use

Returns:

a new instance with same parameter value