Random Numbers
numerics4j provides the means to generate random, floating-point numbers uniformly distributed between 0 and 1. Along with this basic functionality, numerics4j provides the means to generate random variables from many statistical distributions.
RNG
The core of numerics4j random number generating capabilities is centered around the RNG interface. This defines the interface for all the random number generators that produce random, floating-point numbers uniformly distributed between 0 and 1. The following core random number generators are provided by numerics4j:
| Generator | Description |
|---|---|
| LinearCongruentialRNG | Generic linear congruential generator that can be constructed with arbitary modulus, multiplier, and shift parameters. |
| MathRNG | Simple random number generator that delegates random number production to the java.lang.Math#random() method. |
| RandomRNG | Simple random number generator that delegates random number production to a java.util.Random object. |
Random Variables
numerics4j has the capability to generate random variables from many statistical distributions using standard techniques and algorithms. These techniques rely on a RNG instance as a source for random, floating-point numbers uniformly distributed between 0 and 1. Any RNG implementation can be utilized by the random variables include custom developed implementations. By default, an instance of RandomRNG is utilized. The following core random variable generators are provided by numerics4j:
| Distribution | Class | Parameters |
|---|---|---|
| Bernoulli | BernoulliRandomVariable | probability of success |
| Beta | BetaRandomVariable | alpha beta |
| Binomial | BinomialRandomVariable | number of trials probability of success |
| Cauchy | CauchyRandomVariable | location scale |
| Chi-Squared | ChiSquaredRandomVariable | degrees of freedom |
| Exponential | ExponentialRandomVariable | mean |
| F | FRandomVariable | numerator degrees of freedom denominator degrees of freedom |
| Gamma | GammaRandomVariable | alpha beta |
| Geometric | GeometricRandomVariable | probability of success |
| Laplace | LaplaceRandomVariable | mean scale |
| Logistic | LogisticRandomVariable | mean scale |
| Log Normal | LogNormalRandomVariable | mean standard deviation |
| Negative Binomial | NegativeBinomialRandomVariable | number of successes probability of success |
| Normal | NormalRandomVariable | mean standard deviation |
| Poisson | PoissonRandomVariable | mean |
| Rayleigh | RayleighRandomVariable | scale |
| t | TRandomVariable | degrees of freedom |
| Uniform | UniformRandomVariable | lower bound upper bound |
| Weibull | WeibullRandomVariable | shape scale location |