Package org.apache.commons.rng.sampling.distribution

Class AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler

org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

AhrensDieterMarsagliaTsangGammaSampler

private static final class AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler
extends AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler

Class to sample from the Gamma distribution when the alpha >= 1.

Marsaglia and Tsang, A Simple Method for Generating Gamma Variables. ACM Transactions on Mathematical Software, Volume 26 Issue 3, September, 2000.

Field Summary

Fields

Modifier and Type	Field	Description
private double	cOptim	Optimization (see code).
private double	dOptim	Optimization (see code).
private NormalizedGaussianSampler	gaussian	Gaussian sampling.
private static double	ONE_THIRD	1/3.

Fields inherited from class org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler

alpha, rng, theta

Constructor Summary

Constructors

Constructor	Description
MarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)
MarsagliaTsangGammaSampler(UniformRandomProvider rng, AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler source)

Method Summary

Modifier and Type	Method	Description
double	sample()	Creates a double sample.
SharedStateContinuousSampler	withUniformRandomProvider(UniformRandomProvider rng)	Create a new instance of the sampler with the same underlying state using the given uniform random provider as the source of randomness.

Methods inherited from class org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler

toString

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.apache.commons.rng.sampling.distribution.ContinuousSampler

samples, samples

Field Detail

ONE_THIRD

private static final double ONE_THIRD

1/3.

See Also:

Constant Field Values

dOptim

private final double dOptim

Optimization (see code).

cOptim

private final double cOptim

Optimization (see code).

gaussian

private final NormalizedGaussianSampler gaussian

Gaussian sampling.

Constructor Detail

MarsagliaTsangGammaSampler

MarsagliaTsangGammaSampler(UniformRandomProvider rng,
                           double alpha,
                           double theta)

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Alpha parameter of the distribution.

theta - Theta parameter of the distribution.

Throws:

java.lang.IllegalArgumentException - if alpha <= 0 or theta <= 0

MarsagliaTsangGammaSampler

MarsagliaTsangGammaSampler(UniformRandomProvider rng,
                           AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler source)

Parameters:

rng - Generator of uniformly distributed random numbers.

source - Source to copy.

Method Detail

sample

public double sample()

Description copied from interface: ContinuousSampler

Creates a double sample.

Returns:

a sample.

withUniformRandomProvider

public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng)

Description copied from interface: SharedStateSampler

Create a new instance of the sampler with the same underlying state using the given uniform random provider as the source of randomness.

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler