/// <summary>
/// Generates a random vector of observations from the current distribution.
/// </summary>
///
/// <returns>
/// A random vector of observations drawn from this distribution.
/// </returns>
///
public double Generate()
{
uint jz = u.Next();
uint iz = (jz & 255);
if (jz < ke[iz])
{
return(jz * we[iz]);
}
for (; ;)
{
if (iz == 0)
{
return(7.69711 - Math.Log(u.Generate()));
}
double x = jz * we[iz];
if (fe[iz] + u.Generate() * (fe[iz - 1] - fe[iz]) < Math.Exp(-x))
{
return(x);
}
jz = u.Next();
iz = jz & 255;
if (jz < ke[iz])
{
return(jz * we[iz]);
}
}
//throw new InvalidOperationException("Execution should not reach here.");
}
/// <summary>
/// Generates a random vector of observations from the current distribution.
/// </summary>
///
/// <returns>
/// A random vector of observations drawn from this distribution.
/// </returns>
///
public double Generate()
{
const double r = 3.442620;
int hz = (int)u.Next();
uint iz = (uint)(hz & 127);
if (Math.Abs(hz) < kn[iz])
{
return(hz * wn[iz]);
}
for (; ;)
{
double x;
double y;
if (iz == 0)
{
for (; ;)
{
x = -0.2904764 * Math.Log(u.Generate());
y = -Math.Log(u.Generate());
if (x * x <= y + y)
{
break;
}
}
if (hz <= 0)
{
return(-r - x);
}
return(+r + x);
}
x = hz * wn[iz];
if (fn[iz] + u.Generate() * (fn[iz - 1] - fn[iz]) < Math.Exp(-0.5 * x * x))
{
return(x);
}
hz = (int)u.Next();
iz = (uint)(hz & 127);
if (Math.Abs(hz) < kn[iz])
{
return(hz * wn[iz]);
}
}
// throw new InvalidOperationException("Execution should not reach here.");
}
public double Generate()
{
return(u.Generate() * Length + Min);
}