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

Class ZigguratSampler

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
      static class  ZigguratSampler.Exponential
      Modified ziggurat method for sampling from an exponential distribution.
      static class  ZigguratSampler.NormalizedGaussian
      Modified ziggurat method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.

    • Field Summary

      Fields 
      Modifier and Type Field Description
      private static int MASK_INT8
      Mask to extract the lowest 8-bits from an integer.
      private static long MAX_INT64
      Mask to create an unsigned long from a signed long.
      private UniformRandomProvider rng
      Underlying source of randomness.
      private static double TWO_POW_63
      2^63.

    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      (package private) static double interpolate​(double[] v, int j, long u)
      Compute the value of a point using linear interpolation of a data table of values using the provided uniform deviate.
      (package private) long nextLong()
      Generates a long.
      (package private) long randomInt63()
      Generates a positive long in [0, 2^63).
      (package private) java.lang.String toString​(java.lang.String type)
      Generate a string to represent the sampler.

      • Methods inherited from class java.lang.Object

        clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

    • Field Detail

      • MASK_INT8

        private static final int MASK_INT8
        Mask to extract the lowest 8-bits from an integer.
        See Also:
        Constant Field Values

      • MAX_INT64

        private static final long MAX_INT64
        Mask to create an unsigned long from a signed long. This is the maximum value of a 64-bit long.
        See Also:
        Constant Field Values

    • Constructor Detail

      • ZigguratSampler

        ZigguratSampler​(UniformRandomProvider rng)
        Parameters:
        rng - Generator of uniformly distributed random numbers.

    • Method Detail

      • toString

        java.lang.String toString​(java.lang.String type)
        Generate a string to represent the sampler.
        Parameters:
        type - Sampler type (e.g. "exponential").
        Returns:
        the string

      • nextLong

        long nextLong()
        Generates a long.
        Returns:
        the long

      • randomInt63

        long randomInt63()
        Generates a positive long in [0, 2^63).

        In the c reference implementation RANDOM_INT63() obtains the current random value and then advances the RNG. This implementation obtains a new value from the RNG. Thus the java implementation must ensure a previous call to the RNG is cached if RANDOM_INT63() is called without first advancing the RNG.

        Returns:
        the long

      • interpolate

        static double interpolate​(double[] v,
                          int j,
                          long u)
        Compute the value of a point using linear interpolation of a data table of values using the provided uniform deviate. 
          value = v[j] + u * (v[j-1] - v[j])

        This can be used to generate the (x,y) coordinates of a point in a rectangle with the upper-left corner at j and lower-right corner at j-1: 

        
    X[j],Y[j]
        |\ |
        | \|
        |  \
        |  |\    Ziggurat overhang j (with hypotenuse not pdf(x))
        |  | \
        |  u2 \
        |      \
        |-->u1  \
        +-------- X[j-1],Y[j-1]

   x = X[j] + u1 * (X[j-1] - X[j])
   y = Y[j] + u2 * (Y[j-1] - Y[j])
        Parameters:
        v - Ziggurat data table. Values assumed to be scaled by 2^-63.
        j - Index j. Value assumed to be above zero.
        u - Uniform deviate. Value assumed to be in [0, 2^63).
        Returns:
        value