umontreal.iro.lecuyer.probdistmulti.norta
Class NI2b
java.lang.Object
   umontreal.iro.lecuyer.probdistmulti.norta.NortaInitDisc
umontreal.iro.lecuyer.probdistmulti.norta.NortaInitDisc
       umontreal.iro.lecuyer.probdistmulti.norta.NI2b
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).
 | 
 
 
 
 
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).
 
computeCorr
public double computeCorr()
- Computes and returns the correlation ρZ using the algorithm NI2b.
 
- 
- Specified by:
- computeCorrin class- NortaInitDisc
 
- 
 
toString
public String toString()
- 
- Overrides:
- toStringin class- NortaInitDisc
 
- 
 
To submit a bug or ask questions, send an e-mail to
        Pierre L'Ecuyer.