/*
Copyright � 1999 CERN - European Organization for Nuclear Research.
Permission to use, copy, modify, distribute and sell this software and its documentation for any purpose
is hereby granted without fee, provided that the above copyright notice appear in all copies and
that both that copyright notice and this permission notice appear in supporting documentation.
CERN makes no representations about the suitability of this software for any purpose.
It is provided "as is" without expressed or implied warranty.
*/
package cern.jet.random;
import cern.jet.random.engine.RandomEngine;
/**
* Von Mises distribution.
* <p>
* Valid parameter ranges: <tt>k > 0</tt>.
* <p>
* Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
* <dt>
* Static methods operate on a default uniform random number generator; they are synchronized.
* <p>
* <b>Implementation:</b>
* <dt>
* Method: Acceptance Rejection.
* <dt>
* This is a port of <tt>mwc.c</tt> from the <A HREF="http://www.cis.tu-graz.ac.at/stat/stadl/random.html">C-RAND / WIN-RAND</A> library.
* C-RAND's implementation, in turn, is based upon
* <p>
* D.J. Best, N.I. Fisher (1979): Efficient simulation of the von Mises distribution, Appl. Statist. 28, 152-157.
*
* @author wolfgang.hoschek@cern.ch
* @version 1.0, 09/24/99
*/
public class VonMises extends AbstractContinousDistribution {
protected double my_k;
// cached vars for method nextDouble(a) (for performance only)
private double k_set = -1.0;
private double tau,rho,r;
// The uniform random number generated shared by all <b>static</b> methods.
protected static VonMises shared = new VonMises(1.0,makeDefaultGenerator());
/**
* Constructs a Von Mises distribution.
* Example: k=1.0.
* @throws IllegalArgumentException if <tt>k <= 0.0</tt>.
*/
public VonMises(double freedom, RandomEngine randomGenerator) {
setRandomGenerator(randomGenerator);
setState(freedom);
}
/**
* Returns a random number from the distribution.
*/
public double nextDouble() {
return nextDouble(this.my_k);
}
/**
* Returns a random number from the distribution; bypasses the internal state.
* @throws IllegalArgumentException if <tt>k <= 0.0</tt>.
*/
public double nextDouble(double k) {
/******************************************************************
* *
* Von Mises Distribution - Acceptance Rejection *
* *
******************************************************************
* *
* FUNCTION : - mwc samples a random number from the von Mises *
* distribution ( -Pi <= x <= Pi) with parameter *
* k > 0 via rejection from the wrapped Cauchy *
* distibution. *
* REFERENCE: - D.J. Best, N.I. Fisher (1979): Efficient *
* simulation of the von Mises distribution, *
* Appl. Statist. 28, 152-157. *
* SUBPROGRAM: - drand(seed) ... (0,1)-Uniform generator with *
* unsigned long integer *seed. *
* *
* Implemented by F. Niederl, August 1992 *
******************************************************************/
double u,v,w,c,z;
if (k<=0.0) throw new IllegalArgumentException();
if (k_set!=k) { // SET-UP
tau = 1.0 + Math.sqrt(1.0 + 4.0*k*k);
rho = (tau-Math.sqrt(2.0*tau)) / (2.0*k);
r = (1.0+rho*rho) / (2.0*rho);
k_set = k;
}
// GENERATOR
do {
u = randomGenerator.raw(); // U(0/1)
v = randomGenerator.raw(); // U(0/1)
z = Math.cos(Math.PI * u);
w = (1.0+r*z) / (r+z);
c = k*(r-w);
} while ((c*(2.0-c) < v) && (Math.log(c/v)+1.0 < c)); // Acceptance/Rejection
return (randomGenerator.raw() > 0.5)? Math.acos(w): -Math.acos(w); // Random sign //
// 0 <= x <= Pi : -Pi <= x <= 0 //
}
/**
* Sets the distribution parameter.
* @throws IllegalArgumentException if <tt>k <= 0.0</tt>.
*/
public void setState(double k) {
if (k<=0.0) throw new IllegalArgumentException();
this.my_k = k;
}
/**
* Returns a random number from the distribution.
* @throws IllegalArgumentException if <tt>k <= 0.0</tt>.
*/
public static double staticNextDouble(double freedom) {
synchronized (shared) {
return shared.nextDouble(freedom);
}
}
/**
* Returns a String representation of the receiver.
*/
public String toString() {
return this.getClass().getName()+"("+my_k+")";
}
/**
* Sets the uniform random number generated shared by all <b>static</b> methods.
* @param randomGenerator the new uniform random number generator to be shared.
*/
private static void xstaticSetRandomGenerator(RandomEngine randomGenerator) {
synchronized (shared) {
shared.setRandomGenerator(randomGenerator);
}
}
}