Class StableSampler.LevyStableSampler
- java.lang.Object
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- org.apache.commons.rng.sampling.distribution.StableSampler
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- org.apache.commons.rng.sampling.distribution.StableSampler.LevyStableSampler
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- All Implemented Interfaces:
ContinuousSampler
,SharedStateContinuousSampler
,SharedStateSampler<SharedStateContinuousSampler>
- Enclosing class:
- StableSampler
private static final class StableSampler.LevyStableSampler extends StableSampler
Implement thealpha = 0.5
andbeta = 1
stable distribution case (Levy distribution). Note: This sampler can be used to output the symmetric case whenbeta = -1
by negatinggamma
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Nested Class Summary
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Nested classes/interfaces inherited from class org.apache.commons.rng.sampling.distribution.StableSampler
StableSampler.Alpha1CMSStableSampler, StableSampler.Beta0CMSStableSampler, StableSampler.Beta0WeronStableSampler, StableSampler.CMSStableSampler, StableSampler.SpecialMath, StableSampler.WeronStableSampler
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Field Summary
Fields Modifier and Type Field Description private double
delta
The location parameter.private double
gamma
The scale parameter.private NormalizedGaussianSampler
sampler
Underlying normalized Gaussian sampler.
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Constructor Summary
Constructors Constructor Description LevyStableSampler(UniformRandomProvider rng, double gamma, double delta)
LevyStableSampler(UniformRandomProvider rng, StableSampler.LevyStableSampler source)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
sample()
Generate a sample from a stable distribution.StableSampler.LevyStableSampler
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 org.apache.commons.rng.sampling.distribution.StableSampler
nextLong, of, of, toString
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
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Methods inherited from interface org.apache.commons.rng.sampling.distribution.ContinuousSampler
samples, samples
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Field Detail
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sampler
private final NormalizedGaussianSampler sampler
Underlying normalized Gaussian sampler.
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gamma
private final double gamma
The scale parameter.
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delta
private final double delta
The location parameter.
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Constructor Detail
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LevyStableSampler
LevyStableSampler(UniformRandomProvider rng, double gamma, double delta)
- Parameters:
rng
- Underlying source of randomnessgamma
- Scale parameter. Must be strictly positive.delta
- Location parameter.
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LevyStableSampler
LevyStableSampler(UniformRandomProvider rng, StableSampler.LevyStableSampler source)
- Parameters:
rng
- Underlying source of randomnesssource
- Source to copy.
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Method Detail
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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 interfaceContinuousSampler
- Specified by:
sample
in classStableSampler
- Returns:
- a sample.
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withUniformRandomProvider
public StableSampler.LevyStableSampler 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 interfaceSharedStateSampler<SharedStateContinuousSampler>
- Specified by:
withUniformRandomProvider
in classStableSampler
- Parameters:
rng
- Generator of uniformly distributed random numbers.- Returns:
- the sampler
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