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

Class ChengBetaSampler.ChengBBBetaSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.ChengBetaSampler.BaseChengBetaSampler

org.apache.commons.rng.sampling.distribution.ChengBetaSampler.ChengBBBetaSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

ChengBetaSampler

private static final class ChengBetaSampler.ChengBBBetaSampler
extends ChengBetaSampler.BaseChengBetaSampler

Computes one sample using Cheng's BB algorithm, when beta distribution alpha and beta shape parameters are both larger than 1.

Field Summary

Fields

Modifier and Type	Field	Description
private double	beta	The algorithm beta factor.
private double	gamma	The algorithm gamma factor.
private static double	LN_5_P1	1 + natural logarithm of 5.

Fields inherited from class org.apache.commons.rng.sampling.distribution.ChengBetaSampler.BaseChengBetaSampler

a, aIsAlphaShape, alpha, b, logAlpha, rng

Constructor Summary

Constructors

Modifier	Constructor	Description
(package private)	ChengBBBetaSampler(UniformRandomProvider rng, boolean aIsAlphaShape, double a, double b)
private	ChengBBBetaSampler(UniformRandomProvider rng, ChengBetaSampler.ChengBBBetaSampler 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.ChengBetaSampler.BaseChengBetaSampler

computeX, 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

LN_5_P1

private static final double LN_5_P1

1 + natural logarithm of 5.

beta

private final double beta

The algorithm beta factor. This is not the beta distribution beta shape parameter.

gamma

private final double gamma

The algorithm gamma factor.

Constructor Detail

ChengBBBetaSampler

ChengBBBetaSampler(UniformRandomProvider rng,
                   boolean aIsAlphaShape,
                   double a,
                   double b)

Parameters:

rng - Generator of uniformly distributed random numbers.

aIsAlphaShape - true if a is the beta distribution alpha shape parameter.

a - min(alpha, beta) shape parameter.

b - max(alpha, beta) shape parameter.

ChengBBBetaSampler

private ChengBBBetaSampler(UniformRandomProvider rng,
                           ChengBetaSampler.ChengBBBetaSampler 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