Package edu.cmu.tetrad.util

Class RandomUtil

java.lang.Object

edu.cmu.tetrad.util.RandomUtil

public class RandomUtil
extends Object

Provides a common random number generator to be used throughout Tetrad, to avoid problems that happen when random number generators are created more often than once per millisecond. When this happens, the generators are synced, and there is less randomness than expected.

A seed can be set for the generator using the setSeed method. This is useful if an experiment needs to be repeated under different conditions. The seed for an experiment can be printed using the getSeed method.

The 64-bit Mersenne Twister implementation from the COLT library is used to generate random numbers.

To see what distributions are currently supported, look at the methods of the class. These many change over time.

Version:

$Id: $Id

Author:

josephramsey

Method Summary

Modifier and Type	Method	Description
static RandomUtil	getInstance()	getInstance.
org.apache.commons.math3.random.RandomGenerator	getRandomGenerator()	Getter for the field randomGenerator.
static void	main(String[] args)	main.
double	nextBeta(double alpha, double beta)	nextBeta.
double	nextChiSquare(double df)	nextChiSquare.
double	nextDouble()	nextDouble.
double	nextExponential(double lambda)	nextExponential.
double	nextGamma(double shape, double scale)	nextGamma.
double	nextGumbel(double mu, double beta)	nextGumbel.
int	nextInt(int n)	nextInt.
long	nextLong()	nextLong.
double	nextNormal(double mean, double sd)	nextNormal.
double	nextPoisson(double lambda)	nextPoisson.
double	nextT(double df)	nextT.
double	nextTruncatedNormal(double mean, double sd, double low, double high)	nextTruncatedNormal.
double	nextUniform(double low, double high)	nextUniform.
double	normalCdf(double mean, double sd, double value)	normalCdf.
double	normalPdf(double mean, double sd, double value)	normalPdf.
void	revertSeed(long seed)	revertSeed.
void	setSeed(long seed)	Sets the seed to the given value.
static void	shuffle(List<?> list)	This is just the RandomUtil.shuffle method (thanks!) but using the Tetrad RandomUtil to get random numbers.

Methods inherited from class java.lang.Object

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

Method Details

getInstance

public static RandomUtil getInstance()

getInstance.

Returns:

the singleton instance of this class.

shuffle

public static void shuffle(List<?> list)

This is just the RandomUtil.shuffle method (thanks!) but using the Tetrad RandomUtil to get random numbers. The purpose of this copying is to allow shuffles to happen deterministically given the Randomutils seed.

Parameters:

list - The list to be shuffled.

main

public static void main(String[] args)

main.

Parameters:

args - an array of String objects

nextInt

public int nextInt(int n)

nextInt.

Parameters:

n - Ibid.

Returns:

Ibid.

nextDouble

public double nextDouble()

nextDouble.

Returns:

a double

nextUniform

public double nextUniform(double low,
 double high)

nextUniform.

Parameters:

low - Ibid.

high - Ibid.

Returns:

Ibid.

nextNormal

public double nextNormal(double mean,
 double sd)

nextNormal.

Parameters:

mean - The mean of the Normal.

sd - The standard deviation of the Normal.

Returns:

Ibid.

nextTruncatedNormal

public double nextTruncatedNormal(double mean,
 double sd,
 double low,
 double high)

nextTruncatedNormal.

Parameters:

mean - The mean of the Normal.

sd - The standard deviation of the Normal.

low - a double

high - a double

Returns:

Ibid.

revertSeed

public void revertSeed(long seed)

revertSeed.

Parameters:

seed - a long

nextPoisson

public double nextPoisson(double lambda)

nextPoisson.

Parameters:

lambda - A positive real number equal to the expected number of occurrences during a given interval. See Wikipedia.

Returns:

Ibid.

normalPdf

public double normalPdf(double mean,
 double sd,
 double value)

normalPdf.

Parameters:

mean - The mean of the normal to be used.

sd - The standard deviation of the normal to be used.

value - The domain value for the PDF.

Returns:

Ibid.

normalCdf

public double normalCdf(double mean,
 double sd,
 double value)

normalCdf.

Parameters:

mean - The mean of the normal to be used.

sd - The standard deviation of the normal to be used.

value - The domain value for the CDF.

Returns:

Ibid.

nextBeta

public double nextBeta(double alpha,
 double beta)

nextBeta.

Parameters:

alpha - See Wikipedia. This is the first parameter.

beta - See Wikipedia. This is the second parameter.

Returns:

Ibid.

nextT

public double nextT(double df)

nextT.

Parameters:

df - The degrees of freedom. See any stats book.

Returns:

Ibid.

nextExponential

public double nextExponential(double lambda)

nextExponential.

Parameters:

lambda - The rate parameter. See Wikipedia.

Returns:

Ibid.

nextGumbel

public double nextGumbel(double mu,
 double beta)

nextGumbel.

Parameters:

mu - a double

beta - a double

Returns:

Ibid.

nextChiSquare

public double nextChiSquare(double df)

nextChiSquare.

Parameters:

df - The degrees of freedom.

Returns:

Ibid.

nextGamma

public double nextGamma(double shape,
 double scale)

nextGamma.

Parameters:

shape - The shape parameter.

scale - The scale parameter.

Returns:

Ibid.

setSeed

public void setSeed(long seed)

Sets the seed to the given value.

Parameters:

seed - A long value. Once this seed is set, the behavior of the random number generator is deterministic, so setting the seed can be used to repeat previous behavior.

getRandomGenerator

public org.apache.commons.math3.random.RandomGenerator getRandomGenerator()

Getter for the field randomGenerator.

Returns:

a RandomGenerator object

nextLong

public long nextLong()

nextLong.

Returns:

a long