Package gov.nih.mipav.model.algorithms

Class WishartVariateGenerator

  • public class WishartVariateGenerator
extends java.lang.Object
    Ported from original FORTRAN code Algorithm AS 53: Wishart Variate Generator Authors: W. B. Smith and R. R. Hocking Source: Journal of the Royal Statistical Society Series C (applied Statistics), 1972, Vol. 21, No. 3, pp. 341-345 Published by: Wiley for the Royal Statistical Society Stable URL: https://www.jstor.org/stable/2346290

    • Field Summary

      Fields 
      Modifier and Type Field Description
      private int N  
      (package private) RandomNumberGen random  
      private double[][] SA  
      private double[][] SB  
      private double[][] sigma  

    • Constructor Summary

      Constructors 
      Constructor Description
      WishartVariateGenerator​(double[][] sigma, int N, double[][] SA, double[][] SB)  

    • Method Summary

      All Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      private void rand​(double[] u1, double[] u2)  
      private void rcIndex​(int index, int np, int[] rowIndex, int[] colIndex)  
      void run()  

      • Methods inherited from class java.lang.Object

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

    • Field Detail

      • sigma

        private double[][] sigma

      • N

        private int N

      • SA

        private double[][] SA

      • SB

        private double[][] SB

    • Constructor Detail

      • WishartVariateGenerator

        public WishartVariateGenerator​(double[][] sigma,
                               int N,
                               double[][] SA,
                               double[][] SB)

    • Method Detail

      • run

        public void run()

      • rcIndex

        private void rcIndex​(int index,
                     int np,
                     int[] rowIndex,
                     int[] colIndex)

      • rand

        private void rand​(double[] u1,
                  double[] u2)