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

Class StableSampler.GaussianStableSampler

java.lang.Object

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

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

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

StableSampler

private static final class StableSampler.GaussianStableSampler
extends StableSampler

Implement the alpha = 2 stable distribution case (Gaussian distribution).

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	mean	The mean.
private static final double	ROOT_2	sqrt(2).
private final NormalizedGaussianSampler	sampler	Underlying normalized Gaussian sampler.
private final double	stdDev	The standard deviation.

Constructor Summary

Constructors

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

Method Summary

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

ROOT_2

private static final double ROOT_2

sqrt(2).

sampler

private final NormalizedGaussianSampler sampler

Underlying normalized Gaussian sampler.

stdDev

private final double stdDev

The standard deviation.

mean

private final double mean

The mean.

Constructor Details

GaussianStableSampler

GaussianStableSampler(UniformRandomProvider rng,
 double gamma,
 double delta)

Parameters:

rng - Underlying source of randomness

gamma - Scale parameter. Must be strictly positive.

delta - Location parameter.

GaussianStableSampler

GaussianStableSampler(UniformRandomProvider rng,
 StableSampler.GaussianStableSampler 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.GaussianStableSampler 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