override protected double Transform(double value)
{
// Transform to uniform distribution U(0,1)
double result = normal.cumulativeProbability(value);
// Transform to desired distribution
result = distribution.inverseCumulativeProbability(result);
return(result);
}
private double transform(double value)
{
Double result = transformationCache[value];
if (result == null)
{
// Transform to uniform distribution U(0,1)
result = standardNormal.cumulativeProbability(value);
// Transform to desired distribution
result = distribution.inverseCumulativeProbability(result);
transformationCache.Add(value, result);
}
return(result);
}
public double value(double arg0)
{
double result = distribution.inverseCumulativeProbability(arg0) * distribution.inverseCumulativeProbability(1 - arg0);
return(result);
}
public double nextInversionDeviate(RealDistribution distribution)
{
return(distribution.inverseCumulativeProbability(nextUniform(0, 1)));
}