de.torstennahm.integrate.quadratureformula
Class GaussianWrapper

java.lang.Object
  de.torstennahm.integrate.quadratureformula.AbstractCachedGenerator
      de.torstennahm.integrate.quadratureformula.GaussianWrapper

All Implemented Interfaces:

Generator

public class GaussianWrapper
extends AbstractCachedGenerator

This generator takes an underlying quadrature formula generator for the uniform distribution on the interval [0,1], producing a generator for the Gaussian normal distribution. Using this new quadrature formula generator corresponds to integrating with the normal distribution.

The wrapper works by transforming the nodes of the quadrature formula with the inverse of the normal Gaussian cumulative distribution function.

According to general Generator contract, this class is thread-safe.

Author:

Torsten Nahm

Field Summary

Fields inherited from class de.torstennahm.integrate.quadratureformula.AbstractCachedGenerator

levelCache, weightsCache

Constructor Summary

GaussianWrapper(Generator generator)
Creates the InverseGaussianGenerator.

Method Summary

QuadratureFormula	generateByLevel(int level)
QuadratureFormula	generateByNodes(int nodesRequested)
int	maxLevel() Returns the maximum argument supported by getByLevel.
int	maxNodes() Returns the maximum argument supported by getByNodes.
java.lang.String	toString()

Methods inherited from class de.torstennahm.integrate.quadratureformula.AbstractCachedGenerator

getByLevel, getByNodes

Methods inherited from class java.lang.Object

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

Constructor Detail

GaussianWrapper

public GaussianWrapper(Generator generator)

Creates the InverseGaussianGenerator.

Parameters:

generator - The underlying generator

Method Detail

maxLevel

public int maxLevel()

Description copied from interface: Generator

Returns the maximum argument supported by getByLevel.

Returns:

maximum level, or -1 for no maximum

maxNodes

public int maxNodes()

Description copied from interface: Generator

Returns the maximum argument supported by getByNodes.

Returns:

maximum number of nodes, or -1 for no maximum

generateByNodes

public QuadratureFormula generateByNodes(int nodesRequested)

Specified by:

generateByNodes in class AbstractCachedGenerator

generateByLevel

public QuadratureFormula generateByLevel(int level)

Specified by:

generateByLevel in class AbstractCachedGenerator

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object