desmoj.core.dist

Class ContDistNormal

java.lang.Object

desmoj.core.simulator.NamedObject

desmoj.core.simulator.ModelComponent

desmoj.core.simulator.Reportable

desmoj.core.dist.Distribution

desmoj.core.dist.NumericalDist<java.lang.Double>

desmoj.core.dist.ContDist

desmoj.core.dist.ContDistNormal

public class ContDistNormal
extends ContDist

This hybrid class is able to produce either a normally "Gaussian" distributed stream of pseudo random numbers of type double (also referred to as "symmetric normal distribution" for clarity) or an "asymmetric normal distribution" in which different standard variance values are assumed on both sides of the mode.

The algorithm used for random number sampling is derived from the Java API class java.util.Random and modified to also produce antithetic values if antithetic mode is switched on.

Version:

DESMO-J, Ver. 2.5.1c copyright (c) 2015

Author:

Tim Lechler Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.

See Also:

UniformRandomGenerator, Random

Constructor Summary

Constructors

Constructor and Description
ContDistNormal(Model owner, java.lang.String name, double mean, double standardDeviation, boolean showInReport, boolean showInTrace) Creates a stream of pseudo random numbers following a symmetric normal (also known as "Gaussian") distribution.
ContDistNormal(Model owner, java.lang.String name, double mode, double standardDeviationLeft, double standardDeviationRight, boolean showInReport, boolean showInTrace) Creates a stream of pseudo random numbers following an asymmetric normal distribution subject to different standard deviation values applied left and right to the mode.

Method Summary

Modifier and Type	Method and Description
Reporter	createDefaultReporter() Creates the default reporter for the ContDistNormal distribution.
java.lang.Double	getInverseOfCumulativeProbabilityFunction(double p) Abstract method to map a double p from 0...1 to the distribution's domain by determining the value x that satisfies P(X < x) = p.
double	getMean() Returns the mean value of this normal distribution.
double	getMode() Returns the mode value of this normal distribution.
double	getStdDev() Returns the standard deviation of this normal distribution.
double	getStdDevLeft() Returns the left standard deviation of this normal distribution.
double	getStdDevRight() Returns the right standard deviation of this normal distribution.
boolean	isSymmetric() Returns whether this distribution is symmetric, i.e. using the same standard deviation values on each side of the mode (true) or not (false).
java.lang.Double	sample() Returns the next normally distributed sample from this distribution.

Methods inherited from class desmoj.core.dist.ContDist

sampleTimeSpan, sampleTimeSpan

Methods inherited from class desmoj.core.dist.NumericalDist

sampleObject

Methods inherited from class desmoj.core.dist.Distribution

changeRandomGenerator, getInitialSeed, getNonNegative, getNumSamples, isAntithetic, reset, reset, setAntithetic, setNonNegative, setSeed

Methods inherited from class desmoj.core.simulator.Reportable

getCorrespondingSchedulable, getDescription, getObservations, getReporter, incrementObservations, incrementObservations, reportIsOn, reportOff, reportOn, resetAt, setCorrespondingSchedulable, setDescription, setReporter

Methods inherited from class desmoj.core.simulator.ModelComponent

current, currentEntity, currentEntityAll, currentEvent, currentModel, currentSimProcess, debugIsOn, debugOff, debugOn, getModel, isExperimentCompatible, isModelCompatible, presentTime, sendDebugNote, sendMessage, sendTraceNote, sendWarning, skipTraceNote, skipTraceNote, traceIsOn, traceOff, traceOn

Methods inherited from class desmoj.core.simulator.NamedObject

getName, getQuotedName, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

ContDistNormal

public ContDistNormal(Model owner,
                      java.lang.String name,
                      double mean,
                      double standardDeviation,
                      boolean showInReport,
                      boolean showInTrace)

Creates a stream of pseudo random numbers following a symmetric normal (also known as "Gaussian") distribution. The specific mean and standard deviation values have to be given here at creation time.

Parameters:

owner - Model : The distribution's owner

name - java.lang.String : The distribution's name

mean - double : The mean value of the normal distribution, equal to its mode

standardDeviation - double : The standard deviation for this distribution

showInReport - boolean : Flag for producing reports

showInTrace - boolean : Flag for producing trace output

ContDistNormal

public ContDistNormal(Model owner,
                      java.lang.String name,
                      double mode,
                      double standardDeviationLeft,
                      double standardDeviationRight,
                      boolean showInReport,
                      boolean showInTrace)

Creates a stream of pseudo random numbers following an asymmetric normal distribution subject to different standard deviation values applied left and right to the mode. Note that (different from the symmetric case) the mean of this distribution is not equal to the mode; the mean of the asymmetric distribution can be obtained by calling getMean.

Parameters:

owner - Model : The distribution's owner

name - java.lang.String : The distribution's name

mode - double : The mode value of the normal distribution

standardDeviationLeft - double : The left standard deviation for this distribution

standardDeviationRight - double : The right standard deviation for this distribution

showInReport - boolean : Flag for producing reports

showInTrace - boolean : Flag for producing trace output

Method Detail

createDefaultReporter

public Reporter createDefaultReporter()

Creates the default reporter for the ContDistNormal distribution.

Overrides:

createDefaultReporter in class Distribution

Returns:

Reporter : The reporter for the ContDistNormal distribution

See Also:

ContDistNormalReporter

getMean

public double getMean()

Returns the mean value of this normal distribution. If this normal distribution is symmetric, this value is equal to the mode as obtained by getMode().

Returns:

double : The mode value of this normal distribution.

getMode

public double getMode()

Returns the mode value of this normal distribution. If this normal distribution is symmetric, this value is equal to the mean as obtained by getMean().

Returns:

double : The mode value of this normal distribution.

getStdDev

public double getStdDev()

Returns the standard deviation of this normal distribution. If this normal distribution is asymmetric, the left standard deviation will be returned.

Returns:

double : The standard deviation of this normal distribution.

getStdDevLeft

public double getStdDevLeft()

Returns the left standard deviation of this normal distribution. If this normal distribution is symmetric, this returns the same as getStdDevRight().

Returns:

double : The left standard deviation of this normal distribution.

getStdDevRight

public double getStdDevRight()

Returns the right standard deviation of this normal distribution. If this normal distribution is symmetric, this returns the same as getStdDevLeft().

Returns:

double : The right standard deviation of this normal distribution.

isSymmetric

public boolean isSymmetric()

Returns whether this distribution is symmetric, i.e. using the same standard deviation values on each side of the mode (true) or not (false).

Returns:

boolean : Indicator for this distibution's symmetry.

sample

public java.lang.Double sample()

Returns the next normally distributed sample from this distribution. The value depends upon the seed, the number of values taken from the stream by using this method before and the mean and standard deviation values specified for this distribution. The basic algorithm has been taken from the Java API java.util.Random.nextGaussian() with the feature of antithetic random numbers added.

Overrides:

sample in class NumericalDist<java.lang.Double>

Returns:

Double : The next normally (also known as "Gaussian") distributed sample from this distribution.

getInverseOfCumulativeProbabilityFunction

public java.lang.Double getInverseOfCumulativeProbabilityFunction(double p)

Abstract method to map a double p from 0...1 to the distribution's domain by determining the value x that satisfies P(X < x) = p.

Specified by:

getInverseOfCumulativeProbabilityFunction in class NumericalDist<java.lang.Double>

Parameters:

p - double: A value between 0 and 1

Returns:

N : The value x that satisfies P(X < x) = p