Class AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler
- java.lang.Object
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- org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler
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- org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler
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- All Implemented Interfaces:
ContinuousSampler
,SharedStateContinuousSampler
,SharedStateSampler<SharedStateContinuousSampler>
- Enclosing class:
- AhrensDieterMarsagliaTsangGammaSampler
private static final class AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler extends AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler
Class to sample from the Gamma distribution when thealpha >= 1
.Marsaglia and Tsang, A Simple Method for Generating Gamma Variables. ACM Transactions on Mathematical Software, Volume 26 Issue 3, September, 2000.
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Field Summary
Fields Modifier and Type Field Description private double
cOptim
Optimization (see code).private double
dOptim
Optimization (see code).private NormalizedGaussianSampler
gaussian
Gaussian sampling.private static double
ONE_THIRD
1/3.-
Fields inherited from class org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler
alpha, rng, theta
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Constructor Summary
Constructors Constructor Description MarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)
MarsagliaTsangGammaSampler(UniformRandomProvider rng, AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler source)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
sample()
Creates adouble
sample.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 org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler.BaseGammaSampler
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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ONE_THIRD
private static final double ONE_THIRD
1/3.- See Also:
- Constant Field Values
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dOptim
private final double dOptim
Optimization (see code).
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cOptim
private final double cOptim
Optimization (see code).
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gaussian
private final NormalizedGaussianSampler gaussian
Gaussian sampling.
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Constructor Detail
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MarsagliaTsangGammaSampler
MarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)
- Parameters:
rng
- Generator of uniformly distributed random numbers.alpha
- Alpha parameter of the distribution.theta
- Theta parameter of the distribution.- Throws:
java.lang.IllegalArgumentException
- ifalpha <= 0
ortheta <= 0
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MarsagliaTsangGammaSampler
MarsagliaTsangGammaSampler(UniformRandomProvider rng, AhrensDieterMarsagliaTsangGammaSampler.MarsagliaTsangGammaSampler source)
- Parameters:
rng
- Generator of uniformly distributed random numbers.source
- Source to copy.
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Method Detail
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sample
public double sample()
Description copied from interface:ContinuousSampler
Creates adouble
sample.- Returns:
- a sample.
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withUniformRandomProvider
public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng)
Description copied from interface:SharedStateSampler
Create a new instance of the sampler with the same underlying state using the given uniform random provider as the source of randomness.- Parameters:
rng
- Generator of uniformly distributed random numbers.- Returns:
- the sampler
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