Class LevySampler
java.lang.Object
org.apache.commons.rng.sampling.distribution.LevySampler
- All Implemented Interfaces:
ContinuousSampler
,SharedStateContinuousSampler
,SharedStateSampler<SharedStateContinuousSampler>
Sampling from a Lévy distribution.
- Since:
- 1.4
- See Also:
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate final NormalizedGaussianSampler
Gaussian sampler.private final double
Location.private final UniformRandomProvider
RNG (used for the toString() method).private final double
Scale. -
Constructor Summary
ConstructorsModifierConstructorDescriptionprivate
LevySampler
(UniformRandomProvider rng, double location, double scale) private
LevySampler
(UniformRandomProvider rng, LevySampler source) -
Method Summary
Modifier and TypeMethodDescriptionstatic LevySampler
of
(UniformRandomProvider rng, double location, double scale) Create a new Lévy distribution sampler.double
sample()
Creates adouble
sample.toString()
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 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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gaussian
Gaussian sampler. -
location
private final double locationLocation. -
scale
private final double scaleScale. -
rng
RNG (used for the toString() method).
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Constructor Details
-
LevySampler
- Parameters:
rng
- Generator of uniformly distributed random numbers.location
- Location of the Lévy distribution.scale
- Scale of the Lévy distribution.
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LevySampler
- Parameters:
rng
- Generator of uniformly distributed random numbers.source
- Source to copy.
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Method Details
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sample
public double sample()Creates adouble
sample.- Specified by:
sample
in interfaceContinuousSampler
- Returns:
- a sample.
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toString
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withUniformRandomProvider
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>
- Parameters:
rng
- Generator of uniformly distributed random numbers.- Returns:
- the sampler
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of
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:
IllegalArgumentException
- ifscale <= 0
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