com.numericalmethod.suanshu.stats.random.univariate.normal

Class Zignor2005

java.lang.Object

com.numericalmethod.suanshu.stats.random.univariate.normal.Zignor2005

All Implemented Interfaces:

RandomStandardNormalNumberGenerator, RandomNumberGenerator, java.io.Serializable

Direct Known Subclasses:

StandardNormalRng

public class Zignor2005
extends java.lang.Object
implements RandomStandardNormalNumberGenerator

This is an improved version of the Ziggurat algorithm as proposed in the reference.

See Also:

"J. A. Doornik, "An Improved Ziggurat Method to Generate Normal Random Samples," Nuffield College, University of Oxford, 2005.", Serialized Form

Constructor Summary

Constructors

Constructor and Description
Zignor2005()

Method Summary

Modifier and Type	Method and Description
double	nextDouble() Get the next random double.
void	seed(long... seeds) Seed the random number generator to produce repeatable sequences.

Methods inherited from class java.lang.Object

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

Constructor Detail

Zignor2005

public Zignor2005()

Method Detail

seed

public void seed(long... seeds)

Description copied from interface: RandomNumberGenerator

Seed the random number generator to produce repeatable sequences.

Specified by:

seed in interface RandomNumberGenerator

Parameters:

seeds - the seeds

nextDouble

public double nextDouble()

Description copied from interface: RandomNumberGenerator

Get the next random double.

Specified by:

nextDouble in interface RandomNumberGenerator

Returns:

the next random number