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EmpiricalWalker (Colt 1.2.0 - API Specification)
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cern.jet.random</FONT>
<BR>
Class EmpiricalWalker</H2>
<PRE>
<A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html" title="class or interface in java.lang">java.lang.Object</A>
<IMG SRC="../../../resources/inherit.gif" ALT="extended by"><A HREF="../../../cern/colt/PersistentObject.html" title="class in cern.colt">cern.colt.PersistentObject</A>
<IMG SRC="../../../resources/inherit.gif" ALT="extended by"><A HREF="../../../cern/jet/random/AbstractDistribution.html" title="class in cern.jet.random">cern.jet.random.AbstractDistribution</A>
<IMG SRC="../../../resources/inherit.gif" ALT="extended by"><A HREF="../../../cern/jet/random/AbstractDiscreteDistribution.html" title="class in cern.jet.random">cern.jet.random.AbstractDiscreteDistribution</A>
<IMG SRC="../../../resources/inherit.gif" ALT="extended by"><B>cern.jet.random.EmpiricalWalker</B>
</PRE>
<DL>
<DT><B>All Implemented Interfaces:</B> <DD><A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Cloneable.html" title="class or interface in java.lang">Cloneable</A>, <A HREF="../../../cern/colt/function/DoubleFunction.html" title="interface in cern.colt.function">DoubleFunction</A>, <A HREF="../../../cern/colt/function/IntFunction.html" title="interface in cern.colt.function">IntFunction</A>, <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/io/Serializable.html" title="class or interface in java.io">Serializable</A></DD>
</DL>
<HR>
<DL>
<DT>public class <B>EmpiricalWalker</B><DT>extends <A HREF="../../../cern/jet/random/AbstractDiscreteDistribution.html" title="class in cern.jet.random">AbstractDiscreteDistribution</A></DL>
<P>
Discrete Empirical distribution (pdf's can be specified).
<p>
The probability distribution function (pdf) must be provided by the user as an array of positive real numbers.
The pdf does not need to be provided in the form of relative probabilities, absolute probabilities are also accepted.
<p>
<p>
Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
<dt>
Static methods operate on a default uniform random number generator; they are synchronized.
<p>
<b>Implementation:</b>
Walker's algorithm.
Generating a random number takes <tt>O(1)</tt>, i.e. constant time, as opposed to commonly used algorithms with logarithmic time complexity.
Preprocessing time (on object construction) is <tt>O(k)</tt> where <tt>k</tt> is the number of elements of the provided empirical pdf.
Space complexity is <tt>O(k)</tt>.
<p>
This is a port of <A HREF="http://sourceware.cygnus.com/cgi-bin/cvsweb.cgi/gsl/randist/discrete.c?cvsroot=gsl">discrete.c</A> which was written by James Theiler and is distributed with <A HREF="http://sourceware.cygnus.com/gsl/">GSL 0.4.1</A>.
Theiler's implementation in turn is based upon
<p>
Alastair J. Walker, An efficient method for generating
discrete random variables with general distributions, ACM Trans
Math Soft 3, 253-256 (1977).
<p>
See also: D. E. Knuth, The Art of
Computer Programming, Volume 2 (Seminumerical algorithms), 3rd
edition, Addison-Wesley (1997), p120.
<P>
<P>
<DL>
<DT><B>Version:</B></DT>
<DD>1.0, 09/24/99</DD>
<DT><B>See Also:</B><DD><A HREF="../../../serialized-form.html#cern.jet.random.EmpiricalWalker">Serialized Form</A></DL>
<HR>
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<TD><CODE><B><A HREF="../../../cern/jet/random/EmpiricalWalker.html#EmpiricalWalker(double[], int, cern.jet.random.engine.RandomEngine)">EmpiricalWalker</A></B>(double[] pdf,
int interpolationType,
<A HREF="../../../cern/jet/random/engine/RandomEngine.html" title="class in cern.jet.random.engine">RandomEngine</A> randomGenerator)</CODE>
<BR>
Constructs an Empirical distribution.</TD>
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<CODE> double</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../cern/jet/random/EmpiricalWalker.html#cdf(int)">cdf</A></B>(int k)</CODE>
<BR>
Returns the cumulative distribution function.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html" title="class or interface in java.lang">Object</A></CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../cern/jet/random/EmpiricalWalker.html#clone()">clone</A></B>()</CODE>
<BR>
Returns a deep copy of the receiver; the copy will produce identical sequences.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> int</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../cern/jet/random/EmpiricalWalker.html#nextInt()">nextInt</A></B>()</CODE>
<BR>
Returns a random integer <tt>k</tt> with probability <tt>pdf(k)</tt>.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> double</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../cern/jet/random/EmpiricalWalker.html#pdf(int)">pdf</A></B>(int k)</CODE>
<BR>
Returns the probability distribution function.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> void</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../cern/jet/random/EmpiricalWalker.html#setState(double[], int)">setState</A></B>(double[] pdf,
int interpolationType)</CODE>
<BR>
Sets the distribution parameters.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> void</CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../cern/jet/random/EmpiricalWalker.html#setState2(double[])">setState2</A></B>(double[] pdf)</CODE>
<BR>
Sets the distribution parameters.</TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD ALIGN="right" VALIGN="top" WIDTH="1%"><FONT SIZE="-1">
<CODE> <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/String.html" title="class or interface in java.lang">String</A></CODE></FONT></TD>
<TD><CODE><B><A HREF="../../../cern/jet/random/EmpiricalWalker.html#toString()">toString</A></B>()</CODE>
<BR>
Returns a String representation of the receiver.</TD>
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<TD><B>Methods inherited from class cern.jet.random.<A HREF="../../../cern/jet/random/AbstractDiscreteDistribution.html" title="class in cern.jet.random">AbstractDiscreteDistribution</A></B></TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><A HREF="../../../cern/jet/random/AbstractDiscreteDistribution.html#nextDouble()">nextDouble</A></CODE></TD>
</TR>
</TABLE>
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<TD><B>Methods inherited from class cern.jet.random.<A HREF="../../../cern/jet/random/AbstractDistribution.html" title="class in cern.jet.random">AbstractDistribution</A></B></TD>
</TR>
<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><A HREF="../../../cern/jet/random/AbstractDistribution.html#apply(double)">apply</A>, <A HREF="../../../cern/jet/random/AbstractDistribution.html#apply(int)">apply</A>, <A HREF="../../../cern/jet/random/AbstractDistribution.html#makeDefaultGenerator()">makeDefaultGenerator</A></CODE></TD>
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<TR BGCOLOR="white" CLASS="TableRowColor">
<TD><CODE><A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html#equals(java.lang.Object)" title="class or interface in java.lang">equals</A>, <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html#getClass()" title="class or interface in java.lang">getClass</A>, <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html#hashCode()" title="class or interface in java.lang">hashCode</A>, <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html#notify()" title="class or interface in java.lang">notify</A>, <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html#notifyAll()" title="class or interface in java.lang">notifyAll</A>, <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html#wait()" title="class or interface in java.lang">wait</A>, <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html#wait(long)" title="class or interface in java.lang">wait</A>, <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html#wait(long, int)" title="class or interface in java.lang">wait</A></CODE></TD>
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<P>
<!-- ============ FIELD DETAIL =========== -->
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<A NAME="EmpiricalWalker(double[], int, cern.jet.random.engine.RandomEngine)"><!-- --></A><H3>
EmpiricalWalker</H3>
<PRE>
public <B>EmpiricalWalker</B>(double[] pdf,
int interpolationType,
<A HREF="../../../cern/jet/random/engine/RandomEngine.html" title="class in cern.jet.random.engine">RandomEngine</A> randomGenerator)</PRE>
<DL>
<DD>Constructs an Empirical distribution.
The probability distribution function (pdf) is an array of positive real numbers.
It need not be provided in the form of relative probabilities, absolute probabilities are also accepted.
The <tt>pdf</tt> must satisfy both of the following conditions
<ul>
<li><tt>0.0 <= pdf[i] : 0<=i<=pdf.length-1</tt>
<li><tt>0.0 < Sum(pdf[i]) : 0<=i<=pdf.length-1</tt>
</ul>
<P>
<DT><B>Parameters:</B><DD><CODE>pdf</CODE> - the probability distribution function.<DD><CODE>interpolationType</CODE> - can be either <tt>Empirical.NO_INTERPOLATION</tt> or <tt>Empirical.LINEAR_INTERPOLATION</tt>.<DD><CODE>randomGenerator</CODE> - a uniform random number generator.
<DT><B>Throws:</B>
<DD><CODE><A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/IllegalArgumentException.html" title="class or interface in java.lang">IllegalArgumentException</A></CODE> - if at least one of the three conditions above is violated.</DL>
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<B>Method Detail</B></FONT></TD>
</TR>
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<A NAME="cdf(int)"><!-- --></A><H3>
cdf</H3>
<PRE>
public double <B>cdf</B>(int k)</PRE>
<DL>
<DD>Returns the cumulative distribution function.
<P>
<DD><DL>
</DL>
</DD>
</DL>
<HR>
<A NAME="clone()"><!-- --></A><H3>
clone</H3>
<PRE>
public <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/Object.html" title="class or interface in java.lang">Object</A> <B>clone</B>()</PRE>
<DL>
<DD>Returns a deep copy of the receiver; the copy will produce identical sequences.
After this call has returned, the copy and the receiver have equal but separate state.
<P>
<DD><DL>
<DT><B>Overrides:</B><DD><CODE><A HREF="../../../cern/jet/random/AbstractDistribution.html#clone()">clone</A></CODE> in class <CODE><A HREF="../../../cern/jet/random/AbstractDistribution.html" title="class in cern.jet.random">AbstractDistribution</A></CODE></DL>
</DD>
<DD><DL>
<DT><B>Returns:</B><DD>a copy of the receiver.</DL>
</DD>
</DL>
<HR>
<A NAME="nextInt()"><!-- --></A><H3>
nextInt</H3>
<PRE>
public int <B>nextInt</B>()</PRE>
<DL>
<DD>Returns a random integer <tt>k</tt> with probability <tt>pdf(k)</tt>.
<P>
<DD><DL>
<DT><B>Specified by:</B><DD><CODE><A HREF="../../../cern/jet/random/AbstractDiscreteDistribution.html#nextInt()">nextInt</A></CODE> in class <CODE><A HREF="../../../cern/jet/random/AbstractDiscreteDistribution.html" title="class in cern.jet.random">AbstractDiscreteDistribution</A></CODE></DL>
</DD>
<DD><DL>
</DL>
</DD>
</DL>
<HR>
<A NAME="pdf(int)"><!-- --></A><H3>
pdf</H3>
<PRE>
public double <B>pdf</B>(int k)</PRE>
<DL>
<DD>Returns the probability distribution function.
<P>
<DD><DL>
</DL>
</DD>
</DL>
<HR>
<A NAME="setState(double[], int)"><!-- --></A><H3>
setState</H3>
<PRE>
public void <B>setState</B>(double[] pdf,
int interpolationType)</PRE>
<DL>
<DD>Sets the distribution parameters.
The <tt>pdf</tt> must satisfy all of the following conditions
<ul>
<li><tt>pdf != null && pdf.length > 0</tt>
<li><tt>0.0 <= pdf[i] : 0 < =i <= pdf.length-1</tt>
<li><tt>0.0 < Sum(pdf[i]) : 0 <=i <= pdf.length-1</tt>
</ul>
<P>
<DD><DL>
<DT><B>Parameters:</B><DD><CODE>pdf</CODE> - probability distribution function.
<DT><B>Throws:</B>
<DD><CODE><A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/IllegalArgumentException.html" title="class or interface in java.lang">IllegalArgumentException</A></CODE> - if at least one of the three conditions above is violated.</DL>
</DD>
</DL>
<HR>
<A NAME="setState2(double[])"><!-- --></A><H3>
setState2</H3>
<PRE>
public void <B>setState2</B>(double[] pdf)</PRE>
<DL>
<DD>Sets the distribution parameters.
The <tt>pdf</tt> must satisfy both of the following conditions
<ul>
<li><tt>0.0 <= pdf[i] : 0 < =i <= pdf.length-1</tt>
<li><tt>0.0 < Sum(pdf[i]) : 0 <=i <= pdf.length-1</tt>
</ul>
<P>
<DD><DL>
<DT><B>Parameters:</B><DD><CODE>pdf</CODE> - probability distribution function.
<DT><B>Throws:</B>
<DD><CODE><A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/IllegalArgumentException.html" title="class or interface in java.lang">IllegalArgumentException</A></CODE> - if at least one of the three conditions above is violated.</DL>
</DD>
</DL>
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<A NAME="toString()"><!-- --></A><H3>
toString</H3>
<PRE>
public <A HREF="http://java.sun.com/j2se/1.4/docs/api/java/lang/String.html" title="class or interface in java.lang">String</A> <B>toString</B>()</PRE>
<DL>
<DD>Returns a String representation of the receiver.
<P>
<DD><DL>
</DL>
</DD>
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