umontreal.iro.lecuyer.probdistmulti.norta
Class NI2b

java.lang.Object
  umontreal.iro.lecuyer.probdistmulti.norta.NortaInitDisc
      umontreal.iro.lecuyer.probdistmulti.norta.NI2b

public class NI2b
extends NortaInitDisc

This class implements the algorithm NI2b wich uses the derivative and simple integration.

Constructor Summary

NI2b(double rX, DiscreteDistributionInt dist1, DiscreteDistributionInt dist2, double tr, int m, double delta)
Constructor of the class NI2b with the target rank correlation rX, the two discrete marginals dist1 and dist2, the parameter for truncation tr, the specific parameters m and delta which correspond to m and delta in the paper (paragraph "Method NI2" of section 3).

Method Summary

double	computeCorr() Computes and returns the correlation ρZ using the algorithm NI2b.
String	toString()

Methods inherited from class umontreal.iro.lecuyer.probdistmulti.norta.NortaInitDisc

computeParams, deriv, integ

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

NI2b

public NI2b(double rX,
            DiscreteDistributionInt dist1,
            DiscreteDistributionInt dist2,
            double tr,
            int m,
            double delta)

Constructor of the class NI2b with the target rank correlation rX, the two discrete marginals dist1 and dist2, the parameter for truncation tr, the specific parameters m and delta which correspond to m and delta in the paper (paragraph "Method NI2" of section 3).

Method Detail

computeCorr

public double computeCorr()

Computes and returns the correlation ρ_Z using the algorithm NI2b.

Specified by:

computeCorr in class NortaInitDisc

toString

public String toString()

Overrides:

toString in class NortaInitDisc