/src/main/java/net/finmath/randomnumbers/AcceptanceRejectionRandomNumberGenerator.java
rejected = targetDensity.applyAsDouble( y) < u * acceptanceLevel * referenceDensity.applyAsDouble( y) ; y = referenceDistributionICDF.applyAsDouble( uniform[1]) ;final double u = uniform[0];
final double u = uniform[0]; y = referenceDistributionICDF.applyAsDouble ( uniform[1] ) ; rejected = targetDensity.applyAsDouble ( y ) < u * acceptanceLevel * referenceDensity.applyAsDouble ( y ) ;
@Override public double[] getNext() { boolean rejected = true; double y = Double.NaN; while(rejected) { final double[] uniform = uniformRandomNumberGenerator.getNext(); <extra_id_0> } return new double[] { y }; } @Override public int getDimension() { return 1;