Bivariate Gaussian Generator

[grabonlee]

Hi

Please take a look at the code below. I'm trying to generate an array of random numbers with mean(1.0,1.0) and covariance(1.0,0.0,0.0,1.0).

I'm stuck with how to make the number of samples(random numbers) up 10000.


import java.util.Random;

public class BivariateGaussianGenerator
{

static float mu1,mu2,co1,co2,co3,co4,covariance1,
covariance2,covariance3,covariance4,mean1,mean2;



public static void setMean(float mu1,float mu2 )
{
mean1=mu1;
mean2=mu2;
}

public void setCovariance(float co1,float co2,float co3,float co4)
{
covariance1=co1;
covariance2=co2;
covariance3=co3;
covariance4=co4;
}

public static float[] generateRandom()
{
int count = 100000;

Random generate = new Random();
float[] genNumbers = new float[2];


for(int i=0;i<count;i++)
{
genNumbers[i] = Math.abs((float)generate.nextGaussian());
}
return genNumbers;
}

public static void main(String[] args)

{

BivariateGaussianGenerator bgg = new BivariateGaussianGenerator();

bgg.setMean(1.0f,1.0f);
bgg.setCovariance(1.0f,0.0f,0.0f,1.0f);

float[] x = bgg.generateRandom();


System.out.println("["+x[0]+" , " +x[1]+"]");

}

}

[JosAH]

You have your indexes all messed up, i.e. you define an array that can hold
two floating point numbers and you try to stick 100,000 N(0,1) numbers in it;
that will throws an ArrayIndexOutOfBoundsException.

kind regards,

Jos

[grabonlee]

You have your indexes all messed up, i.e. you define an array that can hold
two floating point numbers and you try to stick 100,000 N(0,1) numbers in it;
that will throws an ArrayIndexOutOfBoundsException.

kind regards,

Jos

Thanks

Yes I want to create array.length = 2. I also want each array to generate up 100,000 random numbers, which would be bound by a defined mean and covariance.
I want to also plot a graph. Like in Matlab, the more the random samples, the clearer the graph. What can I do?

[JosAH]

Thanks

Yes I want to create array.length = 2. I also want each array to generate up 100,000 random numbers, which would be bound by a defined mean and covariance.
I want to also plot a graph. Like in Matlab, the more the random samples, the clearer the graph. What can I do?

Didn't that method I copied from Abramowitz and Stegun help you? See your
other thread for that.

kind regards,

Jos