Class BoxMullerNormalizedGaussianSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler

All Implemented Interfaces:

ContinuousSampler, NormalizedGaussianSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class BoxMullerNormalizedGaussianSampler
extends Object
implements NormalizedGaussianSampler, SharedStateContinuousSampler

Box-Muller algorithm for sampling from Gaussian distribution with mean 0 and standard deviation 1.

Sampling uses:

• UniformRandomProvider.nextDouble()
• UniformRandomProvider.nextLong()

Since:

1.1

Field Summary

Fields

Modifier and Type	Field	Description
private double	nextGaussian	Next gaussian.
private final UniformRandomProvider	rng	Underlying source of randomness.

Constructor Summary

Constructors

Constructor	Description
BoxMullerNormalizedGaussianSampler(UniformRandomProvider rng)	Create an instance.

Method Summary

Modifier and Type	Method	Description
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> S	of(UniformRandomProvider rng)	Create a new normalised Gaussian 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 Object

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

Methods inherited from interface ContinuousSampler

samples, samples

Field Details

nextGaussian

private double nextGaussian

Next gaussian.

rng

private final UniformRandomProvider rng

Underlying source of randomness.

Constructor Details

BoxMullerNormalizedGaussianSampler

public BoxMullerNormalizedGaussianSampler(UniformRandomProvider rng)

Create an instance.

Parameters:

rng - Generator of uniformly distributed random numbers.

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 Object

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 <S extends NormalizedGaussianSampler & SharedStateContinuousSampler>
S of(UniformRandomProvider rng)

Create a new normalised Gaussian sampler.

Type Parameters:

S - Sampler type.

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3