Class LevySampler

    • Field Detail

      • location

        private final double location
        Location.
      • scale

        private final double scale
        Scale.
    • Constructor Detail

      • 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 Detail

      • sample

        public double sample()
        Creates a double sample.
        Specified by:
        sample in interface ContinuousSampler
        Returns:
        a sample.
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object
      • 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:
        java.lang.IllegalArgumentException - if scale <= 0