umontreal.iro.lecuyer.probdistmulti.norta
Class NI3

java.lang.Object
  umontreal.iro.lecuyer.probdistmulti.norta.NortaInitDisc
      umontreal.iro.lecuyer.probdistmulti.norta.NI3

public class NI3
extends NortaInitDisc

This class implements the algorithm NI3 (protected Newton-Raphson method). The root is found with accuracy tolerance.

Constructor Summary

NI3(double rX, DiscreteDistributionInt dist1, DiscreteDistributionInt dist2, double tr, double tolerance)
Constructor of the class NI3 with the target rank correlation rX, the two discrete marginals dist1 and dist2, the parameter for truncation tr and the specific parameter tolerance which corresponds to epsilon in the paper (paragraph "Method NI3" of section 3).

Method Summary

double	computeCorr() Computes and returns the correlation ρZ using the algorithm NI3.
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

NI3

public NI3(double rX,
           DiscreteDistributionInt dist1,
           DiscreteDistributionInt dist2,
           double tr,
           double tolerance)

Constructor of the class NI3 with the target rank correlation rX, the two discrete marginals dist1 and dist2, the parameter for truncation tr and the specific parameter tolerance which corresponds to epsilon in the paper (paragraph "Method NI3" of section 3).

Method Detail

computeCorr

public double computeCorr()

Computes and returns the correlation ρ_Z using the algorithm NI3.

Specified by:

computeCorr in class NortaInitDisc

toString

public String toString()

Overrides:

toString in class NortaInitDisc