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

Class ChengBetaSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.SamplerBase

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

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class ChengBetaSampler
extends SamplerBase
implements SharedStateContinuousSampler

Sampling from a beta distribution.

Uses Cheng's algorithms for beta distribution sampling:

 R. C. H. Cheng,
 "Generating beta variates with nonintegral shape parameters",
 Communications of the ACM, 21, 317-322, 1978.
 

Sampling uses UniformRandomProvider.nextDouble().

Since:

1.0

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
private static class	ChengBetaSampler.BaseChengBetaSampler	Base class to implement Cheng's algorithms for the beta distribution.
private static class	ChengBetaSampler.ChengBBBetaSampler	Computes one sample using Cheng's BB algorithm, when beta distribution alpha and beta shape parameters are both larger than 1.
private static class	ChengBetaSampler.ChengBCBetaSampler	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 SharedStateContinuousSampler	delegate	The appropriate beta sampler for the parameters.
private static double	LN_4	Natural logarithm of 4.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	ChengBetaSampler(SharedStateContinuousSampler delegate)
	ChengBetaSampler(UniformRandomProvider rng, double alpha, double beta)	Creates a sampler instance.

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(UniformRandomProvider rng, double alpha, double beta)	Creates a new beta distribution sampler.
double	sample()	Creates a double sample.
java.lang.String	toString()
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.SamplerBase

nextDouble, nextInt, nextInt, nextLong

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_4

private static final double LN_4

Natural logarithm of 4.

delegate

private final SharedStateContinuousSampler delegate

The appropriate beta sampler for the parameters.

Constructor Detail

ChengBetaSampler

public ChengBetaSampler(UniformRandomProvider rng,
                        double alpha,
                        double beta)

Creates a sampler instance.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Distribution first shape parameter.

beta - Distribution second shape parameter.

Throws:

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

ChengBetaSampler

private ChengBetaSampler(SharedStateContinuousSampler delegate)

Parameters:

delegate - Beta sampler.

Method Detail

sample

public double sample()

Creates a double sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

toString

public java.lang.String toString()

Overrides:

toString in class SamplerBase

withUniformRandomProvider

public 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.

Specified by:

withUniformRandomProvider in interface SharedStateSampler<SharedStateContinuousSampler>

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3

of

public static SharedStateContinuousSampler of(UniformRandomProvider rng,
                                              double alpha,
                                              double beta)

Creates a new beta distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Distribution first shape parameter.

beta - Distribution second shape parameter.

Returns:

the sampler

Throws:

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

Since:

1.3