Class AhrensDieterMarsagliaTsangGammaSampler

java.lang.Object

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

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

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class AhrensDieterMarsagliaTsangGammaSampler
extends SamplerBase
implements SharedStateContinuousSampler

Sampling from the gamma distribution.

• For 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.

• For alpha >= 1:

  Marsaglia and Tsang, A Simple Method for Generating Gamma Variables. ACM Transactions on Mathematical Software, Volume 26 Issue 3, September, 2000.

Sampling uses:

• UniformRandomProvider.nextDouble() (both algorithms)
• UniformRandomProvider.nextLong() (only for alpha >= 1)

Since:

1.0

See Also:

• MathWorld Gamma distribution
• Wikipedia Gamma distribution

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
private static final class	AhrensDieterMarsagliaTsangGammaSampler.AhrensDieterGammaSampler	Class to sample from the Gamma distribution when 0 < alpha < 1.
private static class	AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler	Base class for a sampler from the Gamma distribution.
private static final class	AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler	Class to sample from the Gamma distribution when the alpha >= 1.

Field Summary

Fields

Modifier and Type	Field	Description
private final SharedStateContinuousSampler	delegate	The appropriate gamma sampler for the parameters.

Constructor Summary

Constructors

Constructor	Description
AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)	This instance delegates sampling.

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(UniformRandomProvider rng, double alpha, double theta)	Creates a new gamma 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

delegate

private final SharedStateContinuousSampler delegate

The appropriate gamma sampler for the parameters.

Constructor Details

AhrensDieterMarsagliaTsangGammaSampler

public AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng,
 double alpha,
 double theta)

This instance delegates sampling. Use the factory method of(UniformRandomProvider, double, double) to create an optimal sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Alpha parameter of the distribution (this is a shape parameter).

theta - Theta parameter of the distribution (this is a scale parameter).

Throws:

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

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 alpha,
 double theta)

Creates a new gamma distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Alpha parameter of the distribution (this is a shape parameter).

theta - Theta parameter of the distribution (this is a scale parameter).

Returns:

the sampler

Throws:

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

Since:

1.3