org.uncommons.maths.random
Class ExponentialGenerator

java.lang.Object
  org.uncommons.maths.random.ExponentialGenerator

All Implemented Interfaces:

NumberGenerator<Double>

public class ExponentialGenerator
extends Object
implements NumberGenerator<Double>

Continuous random sequence that follows an exponential distribution.

Since:

1.0.2

Author:

Daniel Dyer

Constructor Summary

ExponentialGenerator(double rate, Random rng)
Creates a generator of exponentially-distributed values from a distribution with the specified rate.

ExponentialGenerator(NumberGenerator<Double> rate, Random rng)
Creates a generator of exponentially-distributed values from a distribution with a rate controlled by the specified generator parameter.

Method Summary

Double

nextValue() Generate the next exponential value from the current value of rate.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

ExponentialGenerator

public ExponentialGenerator(NumberGenerator<Double> rate,
                            Random rng)

Creates a generator of exponentially-distributed values from a distribution with a rate controlled by the specified generator parameter. The mean of this distribution is 1 / rate and the variance is 1 / rate^2.

Parameters:

rate - A number generator that provides values to use as the rate for the exponential distribution. This generator must only return non-zero, positive values.

rng - The source of randomness used to generate the exponential values.

ExponentialGenerator

public ExponentialGenerator(double rate,
                            Random rng)

Creates a generator of exponentially-distributed values from a distribution with the specified rate. The mean of this distribution is 1 / rate and the variance is 1 / rate^2.

Parameters:

rate - The rate (lamda) of the exponential distribution.

rng - The source of randomness used to generate the exponential values.

Method Detail

nextValue

public Double nextValue()

Generate the next exponential value from the current value of rate.

Specified by:

nextValue in interface NumberGenerator<Double>

Returns:

The next exponentially-distributed value.