public override double NextDouble()
{
// algorithm GD for A >= 1
if (algorithmGD)
{
const double
// coefficients a(k) for q = q0+(t*t/2)*sum(a(k)*v**k)
a1 = 0.3333333,
a2 = -0.250003,
a3 = 0.2000062,
a4 = -0.1662921,
a5 = 0.1423657,
a6 = -0.1367177,
a7 = 0.1233795,
// coefficients e(k) for exp(q)-1 = sum(e(k)*q**k)
e1 = 1.0,
e2 = 0.4999897,
e3 = 0.166829,
e4 = 4.07753E-2,
e5 = 1.0293E-2;
double q, w, gamdis;
// standard normal deviate
double t = normalDistribution.NextDouble(); // original this->NormalDistribution::operator()();
// (s,1/2)-normal deviate
double x = s + 0.5 * t;
// immediate acceptance
gamdis = x * x;
if (t >= 0.0)
{
return(gamdis / _invTheta);
}
// (0,1) uniform sample, squeeze acceptance
double u = normalDistribution.Generator.Next() * scale; // original NormalDistribution::gen->Long() * scale;
if (d * u <= t * t * t)
{
return(gamdis / _invTheta);
}
// no quotient test if x not positive
if (x > 0.0)
{
// calculation of v and quotient q
double vv = t / (s + s);
if (Math.Abs(vv) <= 0.25)
{
q = q0 + 0.5 * t * t * ((((((a7 * vv + a6) * vv + a5) * vv + a4) * vv + a3) * vv + a2) * vv + a1) * vv;
}
else
{
q = q0 - s * t + 0.25 * t * t + (s2 + s2) * Math.Log(1.0 + vv);
}
// quotient acceptance
if (Math.Log(1.0 - u) <= q)
{
return(gamdis / _invTheta);
}
}
loop:
// stdandard exponential deviate
double e = exponentialDistribution.NextDouble(); // original this->ExponentialDistribution::operator()();
// (0,1) uniform deviate
u = normalDistribution.Generator.Next() * scale; // NormalDistribution::gen->Long() * scale;
u += (u - 1.0);
// (b,si) double exponential (Laplace)
t = b + CopySign(si * e, u);
// rejection if t < tau(1) = -0.71874483771719
if (t < -0.71874483771719)
{
goto loop;
}
// calculation of v and quotient q
double v = t / (s + s);
if (Math.Abs(v) <= 0.25)
{
q = q0 + 0.5 * t * t * ((((((a7 * v + a6) * v + a5) * v + a4) * v + a3) * v + a2) * v + a1) * v;
}
else
{
q = q0 - s * t + 0.25 * t * t + (s2 + s2) * Math.Log(1.0 + v);
}
// hat acceptance
if (q <= 0.0)
{
goto loop;
}
if (q <= 0.5)
{
w = ((((e5 * q + e4) * q + e3) * q + e2) * q + e1) * q;
}
else
{
w = Math.Exp(q) - 1.0;
}
// if t is rejected, sample again
if (c * Math.Abs(u) > w * Math.Exp(e - 0.5 * t * t))
{
goto loop;
}
x = s + 0.5 * t;
gamdis = x * x;
return(gamdis / _invTheta);
// algorithm GS for 0 < A < 1
}
else
{
double gamdis;
for (; ;)
{
double p = b * normalDistribution.Generator.Next() * scale;
if (p < 1.0)
{
gamdis = Math.Exp(Math.Log(p) / alpha);
if (exponentialDistribution.NextDouble() >= gamdis)
{
return(gamdis / _invTheta);
}
}
else
{
gamdis = -Math.Log((b - p) / alpha);
if (exponentialDistribution.NextDouble() >= (1.0 - alpha) * Math.Log(gamdis))
{
return(gamdis / _invTheta);
}
}
} // for
}
}
