/** Returns a random number from the distribution. */
protected int hmdu(int N, int M, int n, RandomEngine randomGenerator) {
int I, K;
double p, nu, c, d, U;
if (N != N_last || M != M_last || n != n_last) { // set-up */
N_last = N;
M_last = M;
n_last = n;
Mp = (double) (M + 1);
np = (double) (n + 1);
N_Mn = N - M - n;
p = Mp / (N + 2.0);
nu = np * p; /* mode, real */
if ((m = (int) nu) == nu && p == 0.5) {
/* mode, integer */
mp = m--;
} else {
mp = m + 1; /* mp = m + 1 */
}
/* mode probability, using the external function flogfak(k) = ln(k!) */
fm =
Math.exp(
Arithmetic.logFactorial(N - M)
- Arithmetic.logFactorial(N_Mn + m)
- Arithmetic.logFactorial(n - m)
+ Arithmetic.logFactorial(M)
- Arithmetic.logFactorial(M - m)
- Arithmetic.logFactorial(m)
- Arithmetic.logFactorial(N)
+ Arithmetic.logFactorial(N - n)
+ Arithmetic.logFactorial(n));
/* safety bound - guarantees at least 17 significant decimal digits */
/* b = min(n, (long int)(nu + k*c')) */
b = (int) (nu + 11.0 * Math.sqrt(nu * (1.0 - p) * (1.0 - n / (double) N) + 1.0));
if (b > n) b = n;
}
for (; ; ) {
if ((U = randomGenerator.raw() - fm) <= 0.0) return (m);
c = d = fm;
/* down- and upward search from the mode */
for (I = 1; I <= m; I++) {
K = mp - I; /* downward search */
c *= (double) K / (np - K) * ((double) (N_Mn + K) / (Mp - K));
if ((U -= c) <= 0.0) return (K - 1);
K = m + I; /* upward search */
d *= (np - K) / (double) K * ((Mp - K) / (double) (N_Mn + K));
if ((U -= d) <= 0.0) return (K);
}
/* upward search from K = 2m + 1 to K = b */
for (K = mp + m; K <= b; K++) {
d *= (np - K) / (double) K * ((Mp - K) / (double) (N_Mn + K));
if ((U -= d) <= 0.0) return (K);
}
}
}
/** Returns a random number from the distribution. */
protected int hprs(int N, int M, int n, RandomEngine randomGenerator) {
int Dk, X, V;
double Mp, np, p, nu, U, Y, W; /* (X, Y) <-> (V, W) */
if (N != N_last || M != M_last || n != n_last) {
/* set-up */
N_last = N;
M_last = M;
n_last = n;
Mp = (double) (M + 1);
np = (double) (n + 1);
N_Mn = N - M - n;
p = Mp / (N + 2.0);
nu = np * p; // main parameters
// approximate deviation of reflection points k2, k4 from nu - 1/2
U = Math.sqrt(nu * (1.0 - p) * (1.0 - (n + 2.0) / (N + 3.0)) + 0.25);
// mode m, reflection points k2 and k4, and points k1 and k5, which
// delimit the centre region of h(x)
// k2 = ceil (nu - 1/2 - U), k1 = 2*k2 - (m - 1 + delta_ml)
// k4 = floor(nu - 1/2 + U), k5 = 2*k4 - (m + 1 - delta_mr)
m = (int) nu;
k2 = (int) Math.ceil(nu - 0.5 - U);
if (k2 >= m) k2 = m - 1;
k4 = (int) (nu - 0.5 + U);
k1 = k2 + k2 - m + 1; // delta_ml = 0
k5 = k4 + k4 - m; // delta_mr = 1
// range width of the critical left and right centre region
dl = (double) (k2 - k1);
dr = (double) (k5 - k4);
// recurrence constants r(k) = p(k)/p(k-1) at k = k1, k2, k4+1, k5+1
r1 = (np / (double) k1 - 1.0) * (Mp - k1) / (double) (N_Mn + k1);
r2 = (np / (double) k2 - 1.0) * (Mp - k2) / (double) (N_Mn + k2);
r4 = (np / (double) (k4 + 1) - 1.0) * (M - k4) / (double) (N_Mn + k4 + 1);
r5 = (np / (double) (k5 + 1) - 1.0) * (M - k5) / (double) (N_Mn + k5 + 1);
// reciprocal values of the scale parameters of expon. tail envelopes
ll = Math.log(r1); // expon. tail left //
lr = -Math.log(r5); // expon. tail right //
// hypergeom. constant, necessary for computing function values f(k)
c_pm = fc_lnpk(m, N_Mn, M, n);
// function values f(k) = p(k)/p(m) at k = k2, k4, k1, k5
f2 = Math.exp(c_pm - fc_lnpk(k2, N_Mn, M, n));
f4 = Math.exp(c_pm - fc_lnpk(k4, N_Mn, M, n));
f1 = Math.exp(c_pm - fc_lnpk(k1, N_Mn, M, n));
f5 = Math.exp(c_pm - fc_lnpk(k5, N_Mn, M, n));
// area of the two centre and the two exponential tail regions
// area of the two immediate acceptance regions between k2, k4
p1 = f2 * (dl + 1.0); // immed. left
p2 = f2 * dl + p1; // centre left
p3 = f4 * (dr + 1.0) + p2; // immed. right
p4 = f4 * dr + p3; // centre right
p5 = f1 / ll + p4; // expon. tail left
p6 = f5 / lr + p5; // expon. tail right
}
for (; ; ) {
// generate uniform number U -- U(0, p6)
// case distinction corresponding to U
if ((U = randomGenerator.raw() * p6) < p2) { // centre left
// immediate acceptance region R2 = [k2, m) *[0, f2), X = k2, ... m -1
if ((W = U - p1) < 0.0) return (k2 + (int) (U / f2));
// immediate acceptance region R1 = [k1, k2)*[0, f1), X = k1, ... k2-1
if ((Y = W / dl) < f1) return (k1 + (int) (W / f1));
// computation of candidate X < k2, and its counterpart V > k2
// either squeeze-acceptance of X or acceptance-rejection of V
Dk = (int) (dl * randomGenerator.raw()) + 1;
if (Y <= f2 - Dk * (f2 - f2 / r2)) { // quick accept of
return (k2 - Dk); // X = k2 - Dk
}
if ((W = f2 + f2 - Y) < 1.0) { // quick reject of V
V = k2 + Dk;
if (W <= f2 + Dk * (1.0 - f2) / (dl + 1.0)) { // quick accept of
return (V); // V = k2 + Dk
}
if (Math.log(W) <= c_pm - fc_lnpk(V, N_Mn, M, n)) {
return (V); // final accept of V
}
}
X = k2 - Dk;
} else if (U < p4) { // centre right
// immediate acceptance region R3 = [m, k4+1)*[0, f4), X = m, ... k4
if ((W = U - p3) < 0.0) return (k4 - (int) ((U - p2) / f4));
// immediate acceptance region R4 = [k4+1, k5+1)*[0, f5)
if ((Y = W / dr) < f5) return (k5 - (int) (W / f5));
// computation of candidate X > k4, and its counterpart V < k4
// either squeeze-acceptance of X or acceptance-rejection of V
Dk = (int) (dr * randomGenerator.raw()) + 1;
if (Y <= f4 - Dk * (f4 - f4 * r4)) { // quick accept of
return (k4 + Dk); // X = k4 + Dk
}
if ((W = f4 + f4 - Y) < 1.0) { // quick reject of V
V = k4 - Dk;
if (W <= f4 + Dk * (1.0 - f4) / dr) { // quick accept of
return (V); // V = k4 - Dk
}
if (Math.log(W) <= c_pm - fc_lnpk(V, N_Mn, M, n)) {
return (V); // final accept of V
}
}
X = k4 + Dk;
} else {
Y = randomGenerator.raw();
if (U < p5) { // expon. tail left
Dk = (int) (1.0 - Math.log(Y) / ll);
if ((X = k1 - Dk) < 0) continue; // 0 <= X <= k1 - 1
Y *= (U - p4) * ll; // Y -- U(0, h(x))
if (Y <= f1 - Dk * (f1 - f1 / r1)) {
return (X); // quick accept of X
}
} else { // expon. tail right
Dk = (int) (1.0 - Math.log(Y) / lr);
if ((X = k5 + Dk) > n) continue; // k5 + 1 <= X <= n
Y *= (U - p5) * lr; // Y -- U(0, h(x)) /
if (Y <= f5 - Dk * (f5 - f5 * r5)) {
return (X); // quick accept of X
}
}
}
// acceptance-rejection test of candidate X from the original area
// test, whether Y <= f(X), with Y = U*h(x) and U -- U(0, 1)
// log f(X) = log( m! (M - m)! (n - m)! (N - M - n + m)! )
// - log( X! (M - X)! (n - X)! (N - M - n + X)! )
// by using an external function for log k!
if (Math.log(Y) <= c_pm - fc_lnpk(X, N_Mn, M, n)) return (X);
}
}
