Package jsl.utilities.random.rvariable

Class TruncatedRV

java.lang.Object

jsl.utilities.random.rvariable.AbstractRVariable

jsl.utilities.random.rvariable.TruncatedRV

All Implemented Interfaces:

java.util.function.DoubleSupplier, GetNameIfc, GetValueIfc, IdentityIfc, PreviousValueIfc, RandomIfc, GetRandomNumberStreamIfc, RNStreamControlIfc, SetRandomNumberStreamIfc, NewAntitheticInstanceIfc, RVariableIfc, SampleIfc

public class TruncatedRV
extends AbstractRVariable

Nested Class Summary

Nested classes/interfaces inherited from interface jsl.utilities.random.rvariable.RVariableIfc

RVariableIfc.RVType

Field Summary

Fields

Modifier and Type	Field	Description
protected double	myCDFLL
protected double	myCDFUL
protected double	myDeltaFUFL
protected DistributionIfc	myDistribution
protected double	myFofLL
protected double	myFofUL
protected double	myLowerLimit
protected double	myUpperLimit

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

myRNStream

Constructor Summary

Constructors

Constructor	Description
TruncatedRV(DistributionIfc distribution, double cdfLL, double cdfUL, double truncLL, double truncUL)	Constructs a truncated random variable based on the provided distribution
TruncatedRV(DistributionIfc distribution, double cdfLL, double cdfUL, double truncLL, double truncUL, int streamNum)	Constructs a truncated random variable based on the provided distribution
TruncatedRV(DistributionIfc distribution, double cdfLL, double cdfUL, double truncLL, double truncUL, RNStreamIfc rng)	Constructs a truncated random variable based on the provided distribution

Method Summary

Modifier and Type	Method	Description
protected double	generate()
double	getCDFLowerLimit()	The CDF's original lower limit
double	getCDFUpperLimit()	The CDF's original upper limit
double	getTruncatedLowerLimit()	The lower limit for the truncated distribution
double	getTruncatedUpperLimit()	The upper limit for the trunctated distribution
RVariableIfc	newInstance(RNStreamIfc rng)

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

advanceToNextSubstream, getAntitheticOption, getId, getName, getPreviousValue, getRandomNumberStream, getValue, newAntitheticInstance, newInstance, resetStartStream, resetStartSubstream, sample, setAntitheticOption, setName, setPreviousValue, setRandomNumberStream

Methods inherited from class java.lang.Object

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

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

getStreamNumber

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

asDoubleStream, getAsDouble, getSumOfValues, newInstance

Methods inherited from interface jsl.utilities.random.SampleIfc

sample, sample

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

setRandomNumberStream

Field Detail

myDistribution

protected final DistributionIfc myDistribution

myLowerLimit

protected final double myLowerLimit

myUpperLimit

protected final double myUpperLimit

myCDFLL

protected final double myCDFLL

myCDFUL

protected final double myCDFUL

myFofLL

protected final double myFofLL

myFofUL

protected final double myFofUL

myDeltaFUFL

protected final double myDeltaFUFL

Constructor Detail

TruncatedRV

public TruncatedRV(DistributionIfc distribution,
                   double cdfLL,
                   double cdfUL,
                   double truncLL,
                   double truncUL)

Constructs a truncated random variable based on the provided distribution

Parameters:

distribution - the distribution to truncate, must not be null

cdfLL - The lower limit of the range of support of the distribution

cdfUL - The upper limit of the range of support of the distribution

truncLL - The truncated lower limit (if moved in from cdfLL), must be >= cdfLL

truncUL - The truncated upper limit (if moved in from cdfUL), must be <= cdfUL

TruncatedRV

public TruncatedRV(DistributionIfc distribution,
                   double cdfLL,
                   double cdfUL,
                   double truncLL,
                   double truncUL,
                   int streamNum)

Constructs a truncated random variable based on the provided distribution

Parameters:

distribution - the distribution to truncate, must not be null

cdfLL - The lower limit of the range of support of the distribution

cdfUL - The upper limit of the range of support of the distribution

truncLL - The truncated lower limit (if moved in from cdfLL), must be >= cdfLL

truncUL - The truncated upper limit (if moved in from cdfUL), must be <= cdfUL

streamNum - A positive integer to identify the stream

TruncatedRV

public TruncatedRV(DistributionIfc distribution,
                   double cdfLL,
                   double cdfUL,
                   double truncLL,
                   double truncUL,
                   RNStreamIfc rng)

Constructs a truncated random variable based on the provided distribution

Parameters:

distribution - the distribution to truncate, must not be null

cdfLL - The lower limit of the range of support of the distribution

cdfUL - The upper limit of the range of support of the distribution

truncLL - The truncated lower limit (if moved in from cdfLL), must be >= cdfLL

truncUL - The truncated upper limit (if moved in from cdfUL), must be <= cdfUL

Method Detail

getCDFLowerLimit

public final double getCDFLowerLimit()

The CDF's original lower limit

Returns:

CDF's original lower limit

getCDFUpperLimit

public final double getCDFUpperLimit()

The CDF's original upper limit

Returns:

CDF's original upper limit

getTruncatedLowerLimit

public final double getTruncatedLowerLimit()

The lower limit for the truncated distribution

Returns:

lower limit for the truncated distribution

getTruncatedUpperLimit

public final double getTruncatedUpperLimit()

The upper limit for the trunctated distribution

Returns:

upper limit for the trunctated distribution

generate

protected double generate()

Specified by:

generate in class AbstractRVariable

Returns:

the randomly generated variate

newInstance

public RVariableIfc newInstance(RNStreamIfc rng)

Parameters:

rng - the RNStreamIfc to use

Returns:

a new instance with same parameter values