Package gov.nih.mipav.model.algorithms

Class WishartVariateGenerator

java.lang.Object

gov.nih.mipav.model.algorithms.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

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

random

RandomNumberGen random

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)