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Apache Jakarta Commons Math 1.1
interface. This implementation uses what amounts to the
Variable Kernel Method
with Gaussian smoothing:
Digesting the input file
Pass the file once to compute min and max.
Divide the range from min-max into
Pass the data file again, computing bin counts and univariate statistics (mean, std dev.) for each of the bins
Divide the interval (0,1) into subintervals associated with the bins, with the length of a bin's subinterval proportional to its count.
Generating random values from the distribution
Generate a uniformly distributed value in (0,1)
Select the subinterval to which the value belongs.
Generate a random Gaussian value with mean = mean of the associated bin and std dev = std dev of associated bin.
is set by default to 1000. A good rule of thumb is to set the bin count to approximately the length of the input file divided by 10.
The input file
be a plain text file containing one valid numeric entry per line.
textile entry format
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As method parameter