Empirical
cern.jet.random

## Class Empirical

• All Implemented Interfaces:
DoubleFunction, IntFunction, Serializable, Cloneable

```public class Empirical
extends AbstractContinousDistribution```
Empirical distribution.

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.

If interpolationType == LINEAR_INTERPOLATION a linear interpolation within the bin is computed, resulting in a constant density within each bin.

If interpolationType == NO_INTERPOLATION no interpolation is performed and the result is a discrete distribution.

Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.

Static methods operate on a default uniform random number generator; they are synchronized.

Implementation: A uniform random number is generated using a user supplied generator. The uniform number is then transformed to the user's distribution using the cumulative probability distribution constructed from the pdf. The cumulative distribution is inverted using a binary search for the nearest bin boundary.

This is a port of RandGeneral used in CLHEP 1.4.0 (C++).

Serialized Form
• ### Field Summary

Fields
Modifier and Type Field and Description
`static int` `LINEAR_INTERPOLATION`
`static int` `NO_INTERPOLATION`
• ### Fields inherited from class cern.colt.PersistentObject

`serialVersionUID`
• ### Constructor Summary

Constructors
Constructor and Description
```Empirical(double[] pdf, int interpolationType, RandomEngine randomGenerator)```
Constructs an Empirical distribution.
• ### Method Summary

Methods
Modifier and Type Method and Description
`double` `cdf(int k)`
Returns the cumulative distribution function.
`Object` `clone()`
Returns a deep copy of the receiver; the copy will produce identical sequences.
`double` `nextDouble()`
Returns a random number from the distribution.
`double` `pdf(double x)`
Returns the probability distribution function.
`double` `pdf(int k)`
Returns the probability distribution function.
`void` ```setState(double[] pdf, int interpolationType)```
Sets the distribution parameters.
`String` `toString()`
Returns a String representation of the receiver.
• ### Methods inherited from class cern.jet.random.AbstractDistribution

`apply, apply, makeDefaultGenerator, nextInt`
• ### Methods inherited from class java.lang.Object

`equals, getClass, hashCode, notify, notifyAll, wait, wait, wait`
• ### Field Detail

• #### LINEAR_INTERPOLATION

`public static final int LINEAR_INTERPOLATION`
Constant Field Values
• #### NO_INTERPOLATION

`public static final int NO_INTERPOLATION`
Constant Field Values
• ### Constructor Detail

• #### Empirical

```public Empirical(double[] pdf,
int interpolationType,
RandomEngine randomGenerator)```
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 pdf must satisfy both of the following conditions
• 0.0 <= pdf[i] : 0<=i<=pdf.length-1
• 0.0 < Sum(pdf[i]) : 0<=i<=pdf.length-1
Parameters:
`pdf` - the probability distribution function.
`interpolationType` - can be either Empirical.NO_INTERPOLATION or Empirical.LINEAR_INTERPOLATION.
`randomGenerator` - a uniform random number generator.
Throws:
`IllegalArgumentException` - if at least one of the three conditions above is violated.
• ### Method Detail

• #### cdf

`public double cdf(int k)`
Returns the cumulative distribution function.
• #### clone

`public Object clone()`
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.
Overrides:
`clone` in class `AbstractDistribution`
Returns:
a copy of the receiver.
• #### nextDouble

`public double nextDouble()`
Returns a random number from the distribution.
Specified by:
`nextDouble` in class `AbstractDistribution`
• #### pdf

`public double pdf(double x)`
Returns the probability distribution function.
• #### pdf

`public double pdf(int k)`
Returns the probability distribution function.
• #### setState

```public void setState(double[] pdf,
int interpolationType)```
Sets the distribution parameters. The pdf must satisfy both of the following conditions
• 0.0 <= pdf[i] : 0 < =i <= pdf.length-1
• 0.0 < Sum(pdf[i]) : 0 <=i <= pdf.length-1
Parameters:
`pdf` - probability distribution function.
`interpolationType` - can be either Empirical.NO_INTERPOLATION or Empirical.LINEAR_INTERPOLATION.
Throws:
`IllegalArgumentException` - if at least one of the three conditions above is violated.
• #### toString

`public String toString()`
Returns a String representation of the receiver.
Overrides:
`toString` in class `Object`

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