Class StableSampler.Alpha1CMSStableSampler

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.Alpha1CMSStableSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

StableSampler

static class StableSampler.Alpha1CMSStableSampler
extends StableSampler.BaseStableSampler

Implement the stable distribution case: alpha == 1 and beta != 0.

Implements the same algorithm as the StableSampler.CMSStableSampler with the alpha assumed to be 1.

This sampler specifically requires that beta / (pi/2) != 0; otherwise the parameters equal alpha=1, beta=0 as 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

Modifier and Type	Field	Description
private final double	tau	Cache of expression value used in generation.

Constructor Summary

Constructors

Constructor	Description
Alpha1CMSStableSampler(UniformRandomProvider rng, double beta)
Alpha1CMSStableSampler(UniformRandomProvider rng, StableSampler.Alpha1CMSStableSampler source)

Method Summary

Modifier and Type	Method	Description
double	sample()	Generate a sample from a stable distribution.
StableSampler.Alpha1CMSStableSampler	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.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

Field Details

tau

private final double tau

Cache of expression value used in generation.

Constructor Details

Alpha1CMSStableSampler

Alpha1CMSStableSampler(UniformRandomProvider rng,
 double beta)

Parameters:

rng - Underlying source of randomness

beta - Skewness parameter. Must be in the interval [-1, 1].

Alpha1CMSStableSampler

Alpha1CMSStableSampler(UniformRandomProvider rng,
 StableSampler.Alpha1CMSStableSampler 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

Specified by:

sample in class StableSampler

Returns:

a sample.

withUniformRandomProvider

public StableSampler.Alpha1CMSStableSampler 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>

Specified by:

withUniformRandomProvider in class StableSampler

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler