Examples of umontreal.iro.lecuyer.probdist.NormalDist

umontreal.iro.lecuyer.probdist.NormalDist
Extends the class {@link ContinuousDistribution} for the normaldistribution (e.g.,). It has mean μ and variance σ². Its density function is

f (x) = e^{-(x-μ)²/(2σ²)}/((2π)^1/2σ) for - ∞ < x < ∞,
where σ > 0. When μ = 0 and σ = 1, we have the standard normal distribution, with corresponding distribution function

F(x) = Φ(x) = ∫_-∞^xe^-t²/2 dt/(2π)^1/2 for - ∞ < x < ∞.
The non-static methods cdf, barF, and inverseF are implemented via {@link #cdf01 cdf01}, {@link #barF01 barF01}, and {@link #inverseF01 inverseF01}, respectively.


   private void initMN (NormalGen gen1, double[] mu, int d) {
      if (gen1 == null)
         throw new NullPointerException ("gen1 is null");


      NormalDist dist = (NormalDist) gen1.getDistribution();
      if (dist.getMu() != 0.0)
         throw new IllegalArgumentException ("mu != 0");
      if (dist.getSigma() != 1.0)
         throw new IllegalArgumentException ("sigma != 1");
      this.gen1 = gen1;
      dist = null;


      if (mu == null) {    // d is the dimension

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   public static void nextPoint (NormalGen gen1, double[] mu,
                                 DoubleMatrix2D sigma, double[] p) {
      if (gen1 == null)
         throw new NullPointerException ("gen1 is null");


      NormalDist dist = (NormalDist) gen1.getDistribution();
      if (dist.getMu() != 0.0)
         throw new IllegalArgumentException ("mu != 0");
      if (dist.getSigma() != 1.0)
         throw new IllegalArgumentException ("sigma != 1");


      if (mu.length != sigma.rows() ||
          mu.length != sigma.columns())
         throw new IllegalArgumentException

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   public static void nextPoint (NormalGen gen1, double[] mu,
                                 DoubleMatrix2D sigma, double[] p) {
      if (gen1 == null)
         throw new NullPointerException ("gen1 is null");


      NormalDist dist = (NormalDist) gen1.getDistribution();
      if (dist.getMu() != 0.0)
         throw new IllegalArgumentException ("mu != 0");
      if (dist.getSigma() != 1.0)
         throw new IllegalArgumentException ("sigma != 1");


      if (mu.length != sigma.rows() ||
          mu.length != sigma.columns())
         throw new IllegalArgumentException

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umontreal.iro.lecuyer.randvarmulti.MultinormalGen

umontreal.iro.lecuyer.randvarmulti.MultinormalPCAGen

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