Class InverseTransformParetoSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.SamplerBase

org.apache.commons.rng.sampling.distribution.InverseTransformParetoSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class InverseTransformParetoSampler
extends SamplerBase
implements SharedStateContinuousSampler

Sampling from a Pareto distribution.

Sampling uses UniformRandomProvider.nextLong().

Since:

1.0

Field Summary

Fields

Modifier and Type	Field	Description
private final LongToDoubleFunction	nextDouble	Method to generate the (1 - p) value.
private final double	oneOverShape	1 / Shape.
private final UniformRandomProvider	rng	Underlying source of randomness.
private final double	scale	Scale.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	InverseTransformParetoSampler(double scale, double shape, UniformRandomProvider rng)
	InverseTransformParetoSampler(UniformRandomProvider rng, double scale, double shape)	Create an instance.
private	InverseTransformParetoSampler(UniformRandomProvider rng, InverseTransformParetoSampler source)

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(UniformRandomProvider rng, double scale, double shape)	Creates a new Pareto distribution sampler.
double	sample()	Creates a double sample.
String	toString()
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 SamplerBase

nextDouble, nextInt, nextInt, nextLong

Methods inherited from class Object

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

Methods inherited from interface ContinuousSampler

samples, samples

Field Details

scale

private final double scale

Scale.

oneOverShape

private final double oneOverShape

1 / Shape.

rng

private final UniformRandomProvider rng

Underlying source of randomness.

nextDouble

private final LongToDoubleFunction nextDouble

Method to generate the (1 - p) value.

Constructor Details

InverseTransformParetoSampler

public InverseTransformParetoSampler(UniformRandomProvider rng,
 double scale,
 double shape)

Create an instance.

Parameters:

rng - Generator of uniformly distributed random numbers.

scale - Scale of the distribution.

shape - Shape of the distribution.

Throws:

IllegalArgumentException - if scale <= 0 or shape <= 0

InverseTransformParetoSampler

private InverseTransformParetoSampler(double scale,
 double shape,
 UniformRandomProvider rng)

Parameters:

scale - Scale of the distribution.

shape - Shape of the distribution.

rng - Generator of uniformly distributed random numbers.

InverseTransformParetoSampler

private InverseTransformParetoSampler(UniformRandomProvider rng,
 InverseTransformParetoSampler source)

Parameters:

rng - Generator of uniformly distributed random numbers.

source - Source to copy.

Method Details

sample

public double sample()

Creates a double sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

toString

public String toString()

Overrides:

toString in class SamplerBase

withUniformRandomProvider

public 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.

Specified by:

withUniformRandomProvider in interface SharedStateSampler<SharedStateContinuousSampler>

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3

of

public static SharedStateContinuousSampler of(UniformRandomProvider rng,
 double scale,
 double shape)

Creates a new Pareto distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

scale - Scale of the distribution.

shape - Shape of the distribution.

Returns:

the sampler

Throws:

IllegalArgumentException - if scale <= 0 or shape <= 0

Since:

1.3