Class StableSampler.Beta0CMSStableSampler

java.lang.Object

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

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

org.apache.commons.rng.sampling.distribution.StableSampler.Beta0WeronStableSampler

org.apache.commons.rng.sampling.distribution.StableSampler.Beta0CMSStableSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

StableSampler

static class StableSampler.Beta0CMSStableSampler
extends StableSampler.Beta0WeronStableSampler

Implement the generic stable distribution case: alpha < 2 and beta == 0.

Implements the same algorithm as the StableSampler.CMSStableSampler with the beta assumed to be 0.

This routine assumes alpha != 1; alpha=1, beta=0 is the Cauchy distribution case.

Since:

1.4

Nested Class Summary

Nested classes/interfaces inherited from class StableSampler

StableSampler.Alpha1CMSStableSampler, StableSampler.Beta0CMSStableSampler, StableSampler.Beta0WeronStableSampler, StableSampler.CMSStableSampler, StableSampler.SpecialMath, StableSampler.WeronStableSampler

Field Summary

Fields inherited from class StableSampler.Beta0WeronStableSampler

eps, epsDiv1mEps, inv1mEps, meps1

Constructor Summary

Constructors

Constructor	Description
Beta0CMSStableSampler(UniformRandomProvider rng, double alpha)
Beta0CMSStableSampler(UniformRandomProvider rng, StableSampler.Beta0CMSStableSampler source)

Method Summary

Modifier and Type	Method	Description
double	sample()	Generate a sample from a stable distribution.
StableSampler.Beta0CMSStableSampler	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 StableSampler.Beta0WeronStableSampler

createSample

Methods inherited from class StableSampler.BaseStableSampler

getOmega, getPhi, getPhiBy2

Methods inherited from class StableSampler

nextLong, of, of, toString

Methods inherited from class Object

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

Methods inherited from interface ContinuousSampler

samples, samples

Constructor Details

Beta0CMSStableSampler

Beta0CMSStableSampler(UniformRandomProvider rng,
 double alpha)

Parameters:

rng - Underlying source of randomness

alpha - Stability parameter. Must be in the interval (0, 2].

Beta0CMSStableSampler

Beta0CMSStableSampler(UniformRandomProvider rng,
 StableSampler.Beta0CMSStableSampler 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

Overrides:

sample in class StableSampler.Beta0WeronStableSampler

Returns:

a sample.

withUniformRandomProvider

public StableSampler.Beta0CMSStableSampler 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>

Overrides:

withUniformRandomProvider in class StableSampler.Beta0WeronStableSampler

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler