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

Class AhrensDieterMarsagliaTsangGammaSampler.AhrensDieterGammaSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler

org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.AhrensDieterGammaSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

AhrensDieterMarsagliaTsangGammaSampler

private static final class AhrensDieterMarsagliaTsangGammaSampler.AhrensDieterGammaSampler
extends AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler

Class to sample from the Gamma distribution when 0 < alpha < 1.

Ahrens, J. H. and Dieter, U., Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing, 12, 223-246, 1974.

Field Summary

Fields

Modifier and Type	Field	Description
private final double	bGSOptim	Optimization (see code).
private final double	oneOverAlpha	Inverse of "alpha".

Fields inherited from class org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler

alpha, rng, theta

Constructor Summary

Constructors

Constructor	Description
AhrensDieterGammaSampler(UniformRandomProvider rng, double alpha, double theta)
AhrensDieterGammaSampler(UniformRandomProvider rng, AhrensDieterMarsagliaTsangGammaSampler.AhrensDieterGammaSampler source)

Method Summary

Modifier and Type	Method	Description
double	sample()	Creates a double sample.
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 org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler

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

oneOverAlpha

private final double oneOverAlpha

Inverse of "alpha".

bGSOptim

private final double bGSOptim

Optimization (see code).

Constructor Details

AhrensDieterGammaSampler

AhrensDieterGammaSampler(UniformRandomProvider rng,
 double alpha,
 double theta)

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Alpha parameter of the distribution.

theta - Theta parameter of the distribution.

Throws:

IllegalArgumentException - if alpha <= 0 or theta <= 0

AhrensDieterGammaSampler

AhrensDieterGammaSampler(UniformRandomProvider rng,
 AhrensDieterMarsagliaTsangGammaSampler.AhrensDieterGammaSampler source)

Parameters:

rng - Generator of uniformly distributed random numbers.

source - Source to copy.

Method Details

sample

public double sample()

Description copied from interface: ContinuousSampler

Creates a double sample.

Returns:

a sample.

withUniformRandomProvider

public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng)

Description copied from interface: SharedStateSampler

Create a new instance of the sampler with the same underlying state using the given uniform random provider as the source of randomness.

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler