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

Class MarsagliaNormalizedGaussianSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler

All Implemented Interfaces:

ContinuousSampler, NormalizedGaussianSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class MarsagliaNormalizedGaussianSampler
extends java.lang.Object
implements NormalizedGaussianSampler, SharedStateContinuousSampler

Marsaglia polar method for sampling from a Gaussian distribution with mean 0 and standard deviation 1. This is a variation of the algorithm implemented in BoxMullerNormalizedGaussianSampler.

Sampling uses UniformRandomProvider.nextDouble().

Since:

1.1

Field Summary

Fields

Modifier and Type	Field	Description
private double	nextGaussian	Next gaussian.
private UniformRandomProvider	rng	Underlying source of randomness.

Constructor Summary

Constructors

Constructor	Description
MarsagliaNormalizedGaussianSampler(UniformRandomProvider rng)	Create an instance.

Method Summary

Modifier and Type	Method	Description
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> S	of(UniformRandomProvider rng)	Create a new normalised Gaussian 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 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

nextGaussian

private double nextGaussian

Next gaussian.

rng

private final UniformRandomProvider rng

Underlying source of randomness.

Constructor Detail

MarsagliaNormalizedGaussianSampler

public MarsagliaNormalizedGaussianSampler(UniformRandomProvider rng)

Create an instance.

Parameters:

rng - Generator of uniformly distributed random numbers.

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 java.lang.Object

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 <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> S of(UniformRandomProvider rng)

Create a new normalised Gaussian sampler.

Type Parameters:

S - Sampler type.

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3