Class LevySampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.LevySampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public final class LevySampler
extends Object
implements SharedStateContinuousSampler

Sampling from a Lévy distribution.

Since:

1.4

See Also:

• Lévy distribution

Field Summary

Fields

Modifier and Type	Field	Description
private final NormalizedGaussianSampler	gaussian	Gaussian sampler.
private final double	location	Location.
private final UniformRandomProvider	rng	RNG (used for the toString() method).
private final double	scale	Scale.

Constructor Summary

Constructors

Modifier	Constructor	Description
private	LevySampler(UniformRandomProvider rng, double location, double scale)
private	LevySampler(UniformRandomProvider rng, LevySampler source)

Method Summary

Modifier and Type	Method	Description
static LevySampler	of(UniformRandomProvider rng, double location, double scale)	Create a new Lévy distribution sampler.
double	sample()	Creates a double sample.
String	toString()
LevySampler	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

gaussian

private final NormalizedGaussianSampler gaussian

Gaussian sampler.

location

private final double location

Location.

scale

private final double scale

Scale.

rng

private final UniformRandomProvider rng

RNG (used for the toString() method).

Constructor Details

LevySampler

private LevySampler(UniformRandomProvider rng,
 double location,
 double scale)

Parameters:

rng - Generator of uniformly distributed random numbers.

location - Location of the Lévy distribution.

scale - Scale of the Lévy distribution.

LevySampler

private LevySampler(UniformRandomProvider rng,
 LevySampler 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 Object

withUniformRandomProvider

public LevySampler 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

of

public static LevySampler of(UniformRandomProvider rng,
 double location,
 double scale)

Create a new Lévy distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

location - Location of the Lévy distribution.

scale - Scale of the Lévy distribution.

Returns:

the sampler

Throws:

IllegalArgumentException - if scale <= 0