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java.lang.Objectcern.colt.PersistentObject
cern.jet.random.AbstractDistribution
cern.jet.random.AbstractDiscreteDistribution
cern.jet.random.Poisson
Poisson distribution (quick); See the math definition and animated definition.
p(k) = (mean^k / k!) * exp(-mean) for k >= 0.
Valid parameter ranges: mean > 0. Note: if mean <= 0.0 then always returns zero.
Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
Implementation: High performance implementation. Patchwork Rejection/Inversion method.
H. Zechner (1994): Efficient sampling from continuous and discrete unimodal distributions, Doctoral Dissertation, 156 pp., Technical University Graz, Austria.
Also see
Stadlober E., H. Zechner (1999), The patchwork rejection method for sampling from unimodal distributions, to appear in ACM Transactions on Modelling and Simulation.
Field Summary | |
protected double |
c_pm
|
protected double |
dl
|
protected double |
dr
|
protected double |
f1
|
protected double |
f2
|
protected double |
f4
|
protected double |
f5
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protected int |
k1
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protected int |
k2
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protected int |
k4
|
protected int |
k5
|
protected double |
l_my
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protected double |
ll
|
protected int |
llll
|
protected double |
lr
|
protected int |
m
|
protected double |
mean
|
protected static double |
MEAN_MAX
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protected double |
my_last
|
protected double |
my_old
|
protected double |
p
|
protected double |
p0
|
protected double |
p1
|
protected double |
p2
|
protected double |
p3
|
protected double |
p4
|
protected double |
p5
|
protected double |
p6
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protected double[] |
pp
|
protected double |
q
|
protected double |
r1
|
protected double |
r2
|
protected double |
r4
|
protected double |
r5
|
protected static Poisson |
shared
|
protected static double |
SWITCH_MEAN
|
Fields inherited from class cern.jet.random.AbstractDistribution |
randomGenerator |
Fields inherited from class cern.colt.PersistentObject |
serialVersionUID |
Constructor Summary | |
Poisson(double mean,
RandomEngine randomGenerator)
Constructs a poisson distribution. |
Method Summary | |
double |
cdf(int k)
Returns the cumulative distribution function. |
Object |
clone()
Returns a deep copy of the receiver; the copy will produce identical sequences. |
int |
nextInt()
Returns a random number from the distribution. |
int |
nextInt(double theMean)
Returns a random number from the distribution; bypasses the internal state. |
double |
pdf(int k)
Returns the probability distribution function. |
void |
setMean(double mean)
Sets the mean. |
static int |
staticNextInt(double mean)
Returns a random number from the distribution with the given mean. |
String |
toString()
Returns a String representation of the receiver. |
Methods inherited from class cern.jet.random.AbstractDiscreteDistribution |
nextDouble |
Methods inherited from class cern.jet.random.AbstractDistribution |
apply, apply, getRandomGenerator, makeDefaultGenerator, setRandomGenerator |
Methods inherited from class java.lang.Object |
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait |
Field Detail |
protected double mean
protected double my_old
protected double p
protected double q
protected double p0
protected double[] pp
protected int llll
protected double my_last
protected double ll
protected int k2
protected int k4
protected int k1
protected int k5
protected double dl
protected double dr
protected double r1
protected double r2
protected double r4
protected double r5
protected double lr
protected double l_my
protected double c_pm
protected double f1
protected double f2
protected double f4
protected double f5
protected double p1
protected double p2
protected double p3
protected double p4
protected double p5
protected double p6
protected int m
protected static final double MEAN_MAX
protected static final double SWITCH_MEAN
protected static Poisson shared
Constructor Detail |
public Poisson(double mean, RandomEngine randomGenerator)
Method Detail |
public double cdf(int k)
public Object clone()
clone
in class AbstractDistribution
public int nextInt()
nextInt
in class AbstractDiscreteDistribution
public int nextInt(double theMean)
public double pdf(int k)
public void setMean(double mean)
public static int staticNextInt(double mean)
public String toString()
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