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

Class TSampler.StudentsTSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.TSampler

org.apache.commons.rng.sampling.distribution.TSampler.StudentsTSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

TSampler

private static final class TSampler.StudentsTSampler
extends TSampler

Sample from a t-distribution using Bailey's algorithm.

Field Summary

Fields

Modifier and Type	Field	Description
private double	df	Degrees of freedom.
private static double	DOUBLE_MULTIPLIER	The multiplier to convert the least significant 53-bits of a long to a uniform double.
private static double	LARGE_DF	Threshold for large degrees of freedom.
private java.util.function.DoubleUnaryOperator	powm1	Function to compute pow(x, -2/v) - 1, where v = degrees of freedom.

Constructor Summary

Constructors

Modifier	Constructor	Description
(package private)	StudentsTSampler(UniformRandomProvider rng, double v)
private	StudentsTSampler(UniformRandomProvider rng, TSampler.StudentsTSampler source)

Method Summary

Modifier and Type	Method	Description
private static double	makeSignedDouble(long bits)	Creates a signed double in the range [-1, 1).
double	sample()	Creates a double sample.
TSampler.StudentsTSampler	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.TSampler

nextLong, 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

Field Detail

LARGE_DF

private static final double LARGE_DF

Threshold for large degrees of freedom.

See Also:

Constant Field Values

DOUBLE_MULTIPLIER

private static final double DOUBLE_MULTIPLIER

The multiplier to convert the least significant 53-bits of a long to a uniform double.

See Also:

Constant Field Values

df

private final double df

Degrees of freedom.

powm1

private final java.util.function.DoubleUnaryOperator powm1

Function to compute pow(x, -2/v) - 1, where v = degrees of freedom.

Constructor Detail

StudentsTSampler

StudentsTSampler(UniformRandomProvider rng,
                 double v)

Parameters:

rng - Generator of uniformly distributed random numbers.

v - Degrees of freedom.

StudentsTSampler

private StudentsTSampler(UniformRandomProvider rng,
                         TSampler.StudentsTSampler source)

Parameters:

rng - Generator of uniformly distributed random numbers.

source - Source to copy.

Method Detail

sample

public double sample()

Creates a double sample.

Returns:

a sample.

withUniformRandomProvider

public TSampler.StudentsTSampler 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>

Specified by:

withUniformRandomProvider in class TSampler

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

makeSignedDouble

private static double makeSignedDouble(long bits)

Creates a signed double in the range [-1, 1). The magnitude is sampled evenly from the 2⁵⁴ dyadic rationals in the range.

Note: This method will not return samples for both -0.0 and 0.0.

Parameters:

bits - the bits

Returns:

the double