Package ptolemy.actor.lib.colt

Class ColtNegativeBinomial

  • All Implemented Interfaces:
    java.lang.Cloneable, Actor, Executable, FiringsRecordable, Initializable, TypedActor, Changeable, Debuggable, DebugListener, Derivable, Instantiable, ModelErrorHandler, MoMLExportable, Moveable, Nameable
    public class ColtNegativeBinomial
extends ColtRandomSource
    Produce a random sequence with a NegativeBinomial distribution. On each iteration, a new random number is produced. The output port is of type DoubleToken. The values that are generated are independent and identically distributed with the mean and the standard deviation given by parameters. In addition, the seed can be specified as a parameter to control the sequence that is generated.

    This actor instantiates a cern.jet.random.NegativeBinomial object with n, the number of trials set to 1 and p, the probability of success, set to 0.5. A definition of NegativeBinomial by Wolfgang Hoschek can be found at http://hoschek.home.cern.ch/hoschek/colt/V1.0.3/doc/cern/jet/stat/Probability.html#negativeBinomial(int,%20int,%20double):

    negativeBinomial

    public static double negativeBinomial(int k,
 int n,
 double p)
    Returns the sum of the terms 0 through k of the Negative Binomial Distribution. 
       k
 --  ( n+j-1 )   n      j
 >   (       )  p  (1-p)
 --  (   j   )
 j=0
    In a sequence of Bernoulli trials, this is the probability that k or fewer failures precede the n-th success.

    The terms are not computed individually; instead the incomplete beta integral is employed, according to the formula

    y = negativeBinomial( k, n, p ) = Gamma.incompleteBeta( n, k+1, p ). All arguments must be positive,

    Parameters:
    k - end term.
    n - the number of trials.
    p - the probability of success (must be in (0.0,1.0)).
    The above description of negativeBinomial() is copyrighted.
    Since:
    Ptolemy II 4.1
    Version:
    $Id$
    Author:
    David Bauer and Kostas Oikonomou
    Pt.AcceptedRating:
    Red (cxh)
    Pt.ProposedRating:
    Red (cxh)