Random
jhplot.math

Class Random



  • public class Randomextends Object
    BSD License
    • Constructor Summary

      Constructors 
      Constructor and Description
      Random() 
    • Method Summary

      Methods 
      Modifier and TypeMethod and Description
      static doublebeta(double a, double b)
      Generate a random number from a beta random variable.
      static doublecauchy(double mu, double sigma)
      Generate a random number from a Cauchy random variable (Mean = Inf, and Variance = Inf).
      static doublechi2(int n)
      Generate a random number from a Chi-2 random variable.
      static doubledirac(double[] values, double[] prob)
      Generate a random number from a discrete random variable.
      static doubleexponential(double lambda)
      Generate a random number from an exponantial random variable (Mean = 1/lambda, variance = 1/lambda^2).
      static doublelogNormal(double mu, double sigma)
      Generate a random number from a LogNormal random variable.
      static doublenormal(double mu, double sigma)
      Generate a random number from a Gaussian (Normal) random variable.
      static doublerand()
      Generate a random number between 0 and 1.
      static intrandInt(int i0, int i1)
      Generate a random integer.
      static doubleraw()
      Generate a random number between 0 and 1.
      static doublerejection(Calculable fun, double maxFun, double min, double max)
      Generate a random number from a random variable definied by its density function, using the rejection technic.
      static doublerejection(Function fun, double maxFun, double min, double max)
      Generate a random number from a random variable definied by its density function, using the rejection technic.
      static doubletriangular(double min, double max)
      Generate a random number from a symetric triangular random variable.
      static doubletriangular(double min, double med, double max)
      Generate a random number from a non-symetric triangular random variable.
      static doubleuniform(double min, double max)
      Generate a random number from a uniform random variable.
      static doubleweibull(double lambda, double c)
      Generate a random number from a Weibull random variable.
    • Constructor Detail

      • Random

        public Random()
    • Method Detail

      • rand

        public static double rand()
        Generate a random number between 0 and 1. maybe changed for a better random number generator if needed.
        Returns:
        A double between 0 and 1.
      • raw

        public static double raw()
        Generate a random number between 0 and 1. maybe changed for a better random number generator if needed.
        Returns:
        A double between 0 and 1.
      • randInt

        public static int randInt(int i0,          int i1)
        Generate a random integer.
        Parameters:
        i0 - Min of the random variable.
        i1 - Max of the random variable.
        Returns:
        An int between i0 and i1.
      • uniform

        public static double uniform(double min,             double max)
        Generate a random number from a uniform random variable.
        Parameters:
        min - Min of the random variable.
        max - Max of the random variable.
        Returns:
        A double.
      • dirac

        public static double dirac(double[] values,           double[] prob)
        Generate a random number from a discrete random variable.
        Parameters:
        values - Discrete values.
        prob - Probability of each value.
        Returns:
        A double.
      • normal

        public static double normal(double mu,            double sigma)
        Generate a random number from a Gaussian (Normal) random variable.
        Parameters:
        mu - Mean of the random variable.
        sigma - Standard deviation of the random variable.
        Returns:
        A double.
      • chi2

        public static double chi2(int n)
        Generate a random number from a Chi-2 random variable.
        Parameters:
        n - Degrees of freedom of the chi2 random variable.
        Returns:
        A double.
      • logNormal

        public static double logNormal(double mu,               double sigma)
        Generate a random number from a LogNormal random variable.
        Parameters:
        mu - Mean of the Normal random variable.
        sigma - Standard deviation of the Normal random variable.
        Returns:
        A double.
      • exponential

        public static double exponential(double lambda)
        Generate a random number from an exponantial random variable (Mean = 1/lambda, variance = 1/lambda^2).
        Parameters:
        lambda - Parmaeter of the exponential random variable.
        Returns:
        A double.
      • triangular

        public static double triangular(double min,                double max)
        Generate a random number from a symetric triangular random variable.
        Parameters:
        min - Min of the random variable.
        max - Max of the random variable.
        Returns:
        A double.
      • triangular

        public static double triangular(double min,                double med,                double max)
        Generate a random number from a non-symetric triangular random variable.
        Parameters:
        min - Min of the random variable.
        med - Value of the random variable with max density.
        max - Max of the random variable.
        Returns:
        A double.
      • beta

        public static double beta(double a,          double b)
        Generate a random number from a beta random variable.
        Parameters:
        a - First parameter of the Beta random variable.
        b - Second parameter of the Beta random variable.
        Returns:
        A double.
      • cauchy

        public static double cauchy(double mu,            double sigma)
        Generate a random number from a Cauchy random variable (Mean = Inf, and Variance = Inf).
        Parameters:
        mu - Median of the Weibull random variable
        sigma - Second parameter of the Cauchy random variable.
        Returns:
        A double.
      • weibull

        public static double weibull(double lambda,             double c)
        Generate a random number from a Weibull random variable.
        Parameters:
        lambda - First parameter of the Weibull random variable.
        c - Second parameter of the Weibull random variable.
        Returns:
        A double.
      • rejection

        public static double rejection(Function fun,               double maxFun,               double min,               double max)
        Generate a random number from a random variable definied by its density function, using the rejection technic. !!! WARNING : this simulation technic can take a very long time !!!
        Parameters:
        fun - Density function (may be not normalized) of the random variable.
        maxFun - Max of the function.
        min - Min of the random variable.
        max - Max of the random variable.
        Returns:
        A double.
      • rejection

        public static double rejection(Calculable fun,               double maxFun,               double min,               double max)
        Generate a random number from a random variable definied by its density function, using the rejection technic. !!! WARNING : this simulation technic can take a very long time !!!
        Parameters:
        fun - Density function (may be not normalized) of the random variable.
        maxFun - Max of the function.
        min - Min of the random variable.
        max - Max of the random variable.
        Returns:
        A double.

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