Documentation API of the 'cern.jet.random.Empirical' Java class

Class Empirical

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

    public class Empiricalextends 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++).

    See Also:
    Serialized Form

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