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

Class ChengBetaSampler.ChengBCBetaSampler

java.lang.Object

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

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

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

ChengBetaSampler

private static final class ChengBetaSampler.ChengBCBetaSampler
extends ChengBetaSampler.BaseChengBetaSampler

Computes one sample using Cheng's BC algorithm, when at least one of beta distribution alpha or beta shape parameters is smaller than 1.

Field Summary

Fields

Modifier and Type	Field	Description
private double	beta	The algorithm beta factor.
private double	delta	The algorithm delta factor.
private double	k1	The algorithm k1 factor.
private double	k2	The algorithm k2 factor.
private static double	ONE_HALF	1/2.
private static double	ONE_QUARTER	1/4.

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)	ChengBCBetaSampler(UniformRandomProvider rng, boolean aIsAlphaShape, double a, double b)
private	ChengBCBetaSampler(UniformRandomProvider rng, ChengBetaSampler.ChengBCBetaSampler 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

ONE_HALF

private static final double ONE_HALF

1/2.

See Also:

Constant Field Values

ONE_QUARTER

private static final double ONE_QUARTER

1/4.

See Also:

Constant Field Values

beta

private final double beta

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

delta

private final double delta

The algorithm delta factor.

k1

private final double k1

The algorithm k1 factor.

k2

private final double k2

The algorithm k2 factor.

Constructor Detail

ChengBCBetaSampler

ChengBCBetaSampler(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 - max(alpha, beta) shape parameter.

b - min(alpha, beta) shape parameter.

ChengBCBetaSampler

private ChengBCBetaSampler(UniformRandomProvider rng,
                           ChengBetaSampler.ChengBCBetaSampler 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