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

Class StableSampler.TransformedStableSampler

java.lang.Object

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

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

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

StableSampler

private static final class StableSampler.TransformedStableSampler
extends StableSampler

Class for implementations of a stable distribution transformed by scale and location.

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 StableSampler	sampler	Underlying normalized stable sampler.

Constructor Summary

Constructors

Constructor	Description
TransformedStableSampler(StableSampler sampler, double gamma, double delta)

Method Summary

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

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 StableSampler sampler

Underlying normalized stable sampler.

gamma

private final double gamma

The scale parameter.

delta

private final double delta

The location parameter.

Constructor Details

TransformedStableSampler

TransformedStableSampler(StableSampler sampler,
 double gamma,
 double delta)

Parameters:

sampler - Normalized stable sampler.

gamma - Scale parameter. Must be strictly positive.

delta - Location parameter.

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 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

toString

public String toString()

Description copied from class: StableSampler

Overrides:

toString in class StableSampler