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

Class StableSampler.LevyStableSampler

java.lang.Object

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

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

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

StableSampler

private static final class StableSampler.LevyStableSampler
extends StableSampler

Implement the alpha = 0.5 and beta = 1 stable distribution case (Levy distribution). Note: This sampler can be used to output the symmetric case when beta = -1 by negating gamma.

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

Modifier and Type	Field	Description
private final double	delta	The location parameter.
private final double	gamma	The scale parameter.
private final NormalizedGaussianSampler	sampler	Underlying normalized Gaussian sampler.

Constructor Summary

Constructors

Constructor	Description
LevyStableSampler(UniformRandomProvider rng, double gamma, double delta)
LevyStableSampler(UniformRandomProvider rng, StableSampler.LevyStableSampler source)

Method Summary

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

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

Field Details

sampler

private final NormalizedGaussianSampler sampler

Underlying normalized Gaussian sampler.

gamma

private final double gamma

The scale parameter.

delta

private final double delta

The location parameter.

Constructor Details

LevyStableSampler

LevyStableSampler(UniformRandomProvider rng,
 double gamma,
 double delta)

Parameters:

rng - Underlying source of randomness

gamma - Scale parameter. Must be strictly positive.

delta - Location parameter.

LevyStableSampler

LevyStableSampler(UniformRandomProvider rng,
 StableSampler.LevyStableSampler source)

Parameters:

rng - Underlying source of randomness

source - Source to copy.

Method Details

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

Specified by:

sample in class StableSampler

Returns:

a sample.

withUniformRandomProvider

public StableSampler.LevyStableSampler 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>

Specified by:

withUniformRandomProvider in class StableSampler

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler