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

Class StableSampler.Beta0CMSStableSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.StableSampler

org.apache.commons.rng.sampling.distribution.StableSampler.BaseStableSampler

org.apache.commons.rng.sampling.distribution.StableSampler.Beta0WeronStableSampler

org.apache.commons.rng.sampling.distribution.StableSampler.Beta0CMSStableSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

StableSampler

static class StableSampler.Beta0CMSStableSampler
extends StableSampler.Beta0WeronStableSampler

Implement the generic stable distribution case: alpha < 2 and beta == 0.

Implements the same algorithm as the StableSampler.CMSStableSampler with the beta assumed to be 0.

This routine assumes alpha != 1; alpha=1, beta=0 is the Cauchy distribution case.

Nested Class Summary

Nested classes/interfaces inherited from class org.apache.commons.rng.sampling.distribution.StableSampler

StableSampler.Alpha1CMSStableSampler, StableSampler.Beta0CMSStableSampler, StableSampler.Beta0WeronStableSampler, StableSampler.CMSStableSampler, StableSampler.SpecialMath, StableSampler.WeronStableSampler

Field Summary

Fields inherited from class org.apache.commons.rng.sampling.distribution.StableSampler.Beta0WeronStableSampler

eps, epsDiv1mEps, inv1mEps, meps1

Constructor Summary

Constructors

Constructor	Description
Beta0CMSStableSampler(UniformRandomProvider rng, double alpha)
Beta0CMSStableSampler(UniformRandomProvider rng, StableSampler.Beta0CMSStableSampler source)

Method Summary

Modifier and Type	Method	Description
double	sample()	Generate a sample from a stable distribution.
StableSampler.Beta0CMSStableSampler	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.StableSampler.Beta0WeronStableSampler

createSample

Methods inherited from class org.apache.commons.rng.sampling.distribution.StableSampler.BaseStableSampler

getOmega, getPhi, getPhiBy2

Methods inherited from class org.apache.commons.rng.sampling.distribution.StableSampler

nextLong, of, of, 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

Constructor Detail

Beta0CMSStableSampler

Beta0CMSStableSampler(UniformRandomProvider rng,
                      double alpha)

Parameters:

rng - Underlying source of randomness

alpha - Stability parameter. Must be in the interval (0, 2].

Beta0CMSStableSampler

Beta0CMSStableSampler(UniformRandomProvider rng,
                      StableSampler.Beta0CMSStableSampler source)

Parameters:

rng - Underlying source of randomness

source - Source to copy.

Method Detail

sample

public double sample()

Description copied from class: StableSampler

Generate a sample from a stable distribution.

The distribution uses the 0-parameterization: S(alpha, beta, gamma, delta; 0).

Specified by:

sample in interface ContinuousSampler

Overrides:

sample in class StableSampler.Beta0WeronStableSampler

Returns:

a sample.

withUniformRandomProvider

public StableSampler.Beta0CMSStableSampler withUniformRandomProvider(UniformRandomProvider rng)

Description copied from class: StableSampler

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>

Overrides:

withUniformRandomProvider in class StableSampler.Beta0WeronStableSampler

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler