Class StableSampler.LevyStableSampler
java.lang.Object
org.apache.commons.rng.sampling.distribution.StableSampler
org.apache.commons.rng.sampling.distribution.StableSampler.LevyStableSampler
- All Implemented Interfaces:
ContinuousSampler
,SharedStateContinuousSampler
,SharedStateSampler<SharedStateContinuousSampler>
- Enclosing class:
StableSampler
Implement the
alpha = 0.5
and beta = 1
stable distribution case
(Levy distribution).
Note: This sampler can be used to output the symmetric case when
beta = -1
by negating gamma
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Nested Class Summary
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
FieldsModifier and TypeFieldDescriptionprivate final double
The location parameter.private final double
The scale parameter.private final NormalizedGaussianSampler
Underlying normalized Gaussian sampler. -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptiondouble
sample()
Generate a sample from a stable distribution.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
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
Methods inherited from interface org.apache.commons.rng.sampling.distribution.ContinuousSampler
samples, samples
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Field Details
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sampler
Underlying normalized Gaussian sampler. -
gamma
private final double gammaThe scale parameter. -
delta
private final double deltaThe location parameter.
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Constructor Details
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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 Details
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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
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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