StudentT (OpenGamma Strata Math API)

java.lang.Object
- com.opengamma.strata.math.impl.cern.StudentT

All Implemented Interfaces:

Serializable, Cloneable, DoubleUnaryOperator, IntUnaryOperator
```
public class StudentT
extends Object
```
StudentT distribution (aka T-distribution); See the math definition and animated definition.
p(x) = k * (1+x^2/f) ^ -(f+1)/2 where k = g((f+1)/2) / (sqrt(pi*f) * g(f/2)) and g(a) being the gamma function and f being the degrees of freedom.
Valid parameter ranges: freedom > 0.
Instance methods operate on a user supplied uniform random number generator; they are unsynchronized.
Static methods operate on a default uniform random number generator; they are synchronized.
Implementation:
Method: Adapted Polar Box-Muller transformation.
This is a port of RandStudentT used in CLHEP 1.4.0 (C++). CLHEP's implementation, in turn, is based on tpol.c from the C-RAND / WIN-RAND library. C-RAND's implementation, in turn, is based upon
R.W. Bailey (1994): Polar generation of random variates with the t-distribution, Mathematics of Computation 62, 779-781.

Version:

1.0, 09/24/99

See Also:

Serialized Form

Field Summary

Fields
Modifier and Type Field and Description

protected double freedom

protected RandomEngine randomGenerator

protected static StudentT shared

protected double TERM

Fields
Modifier and Type	Field and Description
`protected double`	`freedom`
`protected RandomEngine`	`randomGenerator`
`protected static StudentT`	`shared`
`protected double`	`TERM`

Constructor Summary

Constructors
Constructor and Description

StudentT(double freedom, RandomEngine randomGenerator)
Constructs a StudentT distribution.

Constructors
Constructor and Description
`StudentT(double freedom, RandomEngine randomGenerator)` Constructs a StudentT distribution.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`double`	`applyAsDouble(double dummy)` Equivalent to `nextDouble()`.
`int`	`applyAsInt(int dummy)` Equivalent to `nextInt()`.
`double`	`cdf(double x)` Returns the cumulative distribution function.
`Object`	`clone()` Returns a deep copy of the receiver; the copy will produce identical sequences.
`protected RandomEngine`	`getRandomGenerator()` Returns the used uniform random number generator;
`static RandomEngine`	`makeDefaultGenerator()` Constructs and returns a new uniform random number generation engine seeded with the current time.
`double`	`nextDouble()` Returns a random number from the distribution.
`double`	`nextDouble(double degreesOfFreedom)` Returns a random number from the distribution; bypasses the internal state.
`int`	`nextInt()` Returns a random number from the distribution; returns `(int) Math.round(nextDouble())`.
`double`	`pdf(double x)` Returns the probability distribution function.
`protected void`	`setRandomGenerator(RandomEngine randomGenerator)` Sets the uniform random generator internally used.
`void`	`setState(double freedom)` Sets the distribution parameter.
`static double`	`staticNextDouble(double freedom)` Returns a random number from the distribution.
`String`	`toString()` Returns a String representation of the receiver.

Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface java.util.function.DoubleUnaryOperator
andThen, compose, identity

Methods inherited from interface java.util.function.IntUnaryOperator
andThen, compose, identity

- Field Detail
  - freedom
```
protected double freedom
```
  - TERM
```
protected double TERM
```
  - shared
```
protected static StudentT shared
```
  - randomGenerator
```
protected RandomEngine randomGenerator
```
- Constructor Detail
  - StudentT
```
public StudentT(double freedom,
                RandomEngine randomGenerator)
```
    Constructs a StudentT distribution. Example: freedom=1.0.
    
    Parameters:
    
    freedom - degrees of freedom.
    
    randomGenerator - input
    
    Throws:
    
    IllegalArgumentException - if freedom <= 0.0.
- Method Detail
  - cdf
```
public double cdf(double x)
```
    Returns the cumulative distribution function.
    
    Parameters:
    
    x - input
    
    Returns:
    
    result
  - nextDouble
```
public double nextDouble()
```
    Returns a random number from the distribution.
    
    Returns:
    
    result
  - nextDouble
```
public double nextDouble(double degreesOfFreedom)
```
    Returns a random number from the distribution; bypasses the internal state.
    
    Parameters:
    
    degreesOfFreedom - degrees of freedom.
    
    Returns:
    
    result
    
    Throws:
    
    IllegalArgumentException - if a <= 0.0.
  - pdf
```
public double pdf(double x)
```
    Returns the probability distribution function.
    
    Parameters:
    
    x - input
    
    Returns:
    
    result
  - setState
```
public void setState(double freedom)
```
    Sets the distribution parameter.
    
    Parameters:
    
    freedom - degrees of freedom.
    
    Throws:
    
    IllegalArgumentException - if freedom <= 0.0.
  - staticNextDouble
```
public static double staticNextDouble(double freedom)
```
    Returns a random number from the distribution.
    
    Parameters:
    
    freedom - degrees of freedom.
    
    Returns:
    
    result
    
    Throws:
    
    IllegalArgumentException - if freedom <= 0.0.
  - toString
```
public String toString()
```
    Returns a String representation of the receiver.
    
    Overrides:
    
    toString in class Object
  - applyAsDouble
```
public double applyAsDouble(double dummy)
```
    Equivalent to nextDouble(). This has the effect that distributions can now be used as function objects, returning a random number upon function evaluation.
    
    Specified by:
    
    applyAsDouble in interface DoubleUnaryOperator
  - applyAsInt
```
public int applyAsInt(int dummy)
```
    Equivalent to nextInt(). This has the effect that distributions can now be used as function objects, returning a random number upon function evaluation.
    
    Specified by:
    
    applyAsInt in interface IntUnaryOperator
  - clone
```
public Object clone()
```
    Returns a deep copy of the receiver; the copy will produce identical sequences. After this call has returned, the copy and the receiver have equal but separate state.
    
    Returns:
    
    a copy of the receiver.
  - getRandomGenerator
```
protected RandomEngine getRandomGenerator()
```
    Returns the used uniform random number generator;
    
    Returns:
    
    result
  - makeDefaultGenerator
```
public static RandomEngine makeDefaultGenerator()
```
    Constructs and returns a new uniform random number generation engine seeded with the current time. Currently this is MersenneTwister.
    
    Returns:
    
    result
  - nextInt
```
public int nextInt()
```
    Returns a random number from the distribution; returns (int) Math.round(nextDouble()). Override this method if necessary.
    
    Returns:
    
    result
  - setRandomGenerator
```
protected void setRandomGenerator(RandomEngine randomGenerator)
```
    Sets the uniform random generator internally used.
    
    Parameters:
    
    randomGenerator - input

Copyright 2009-Present by OpenGamma Inc. and individual contributors
Apache v2 licensed
Additional documentation can be found at strata.opengamma.io.

Class StudentT

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Methods inherited from interface java.util.function.DoubleUnaryOperator

Methods inherited from interface java.util.function.IntUnaryOperator

Field Detail

freedom

TERM

shared

randomGenerator

Constructor Detail

StudentT

Method Detail

cdf

nextDouble

nextDouble

pdf

setState

staticNextDouble

toString

applyAsDouble

applyAsInt

clone

getRandomGenerator

makeDefaultGenerator

nextInt

setRandomGenerator