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SSJ is a Java library for stochastic simulation, developed under the direction of Pierre L'Ecuyer, in the Département d'Informatique et de Recherche Opérationnelle (DIRO), at the Université de Montréal. It provides facilities for generating uniform and nonuniform random variates, computing different measures related to probability distributions, performing goodness-of-fit tests, applying quasi-Monte Carlo methods, collecting (elementary) statistics, and programming discrete-event simulations with both events and processes.

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/*
 * Class:        HyperbolicSecantGen
 * Description:  random variate generators for the hyperbolic secant distribution
 * Environment:  Java
 * Software:     SSJ 
 * Copyright (C) 2001  Pierre L'Ecuyer and Université de Montréal
 * Organization: DIRO, Université de Montréal
 * @author       
 * @since

 * SSJ is free software: you can redistribute it and/or modify it under
 * the terms of the GNU General Public License (GPL) as published by the
 * Free Software Foundation, either version 3 of the License, or
 * any later version.

 * SSJ is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.

 * A copy of the GNU General Public License is available at
   GPL licence site.
 */

package umontreal.iro.lecuyer.randvar;
import umontreal.iro.lecuyer.rng.*;
import umontreal.iro.lecuyer.probdist.*;


/**
 * This class implements random variate generators for the 
 *  hyperbolic secant distribution with location
 *  parameter μ and scale parameter σ.
 * The density function of this distribution is
 * 
 * 
 * 
 * f (x) = 1/(2σ) sech(π/2(x - μ)/σ),         - ∞ < x < ∞.
 * 

 * 
 */
public class HyperbolicSecantGen extends RandomVariateGen  {
   protected double mu;
   protected double sigma;




   /**
    * Creates a hyperbolic secant random variate generator
    *   with parameters μ = mu and σ = sigma,
    *   using stream s.
    * 
    */
   public HyperbolicSecantGen (RandomStream s, double mu, double sigma)  {
      super (s, new HyperbolicSecantDist(mu, sigma));
      setParams (mu, sigma);
   }


   /**
    * Creates a hyperbolic secant random variate generator
    *   with parameters μ = 0 and σ = 1,
    *   using stream s.
    * 
    */
   public HyperbolicSecantGen (RandomStream s)  {
      this (s, 0.0, 1.0);
   }


   /**
    * Creates a new generator for the distribution dist,
    *      using stream s.
    * 
    */
   public HyperbolicSecantGen (RandomStream s, HyperbolicSecantDist dist)  {
      super (s, dist);
      if (dist != null)
         setParams (dist.getMu(), dist.getSigma());
   }


   /**
    * Generates a variate from the hyperbolic secant distribution with
    *    location parameter μ and scale parameter σ.
    * 
    */
   public static double nextDouble (RandomStream s, double mu, double sigma) {
      return HyperbolicSecantDist.inverseF (mu, sigma, s.nextDouble());
   }


   /**
    * Returns the parameter μ of this object.
    * 
    */
   public double getMu() {
      return mu;
   }


   /**
    * Returns the parameter σ of this object.
    * 
    * 
    */
   public double getSigma() {
      return sigma;
   }


   /**
    * Sets the parameters μ and σ of this object.
    * 
    */
   protected void setParams (double mu, double sigma) {
      if (sigma <= 0.0)
         throw new IllegalArgumentException ("sigma <= 0");
      this.mu = mu;
      this.sigma = sigma;
   }

}