Class MarsagliaTsangWangDiscreteSampler.Enumerated

java.lang.Object
org.apache.commons.rng.sampling.distribution.MarsagliaTsangWangDiscreteSampler.Enumerated
Enclosing class:
MarsagliaTsangWangDiscreteSampler

public static final class MarsagliaTsangWangDiscreteSampler.Enumerated extends Object
Create a sampler for an enumerated distribution of n values each with an associated probability. The samples corresponding to each probability are assumed to be a natural sequence starting at zero.
  • Field Details

    • ENUMERATED_NAME

      private static final String ENUMERATED_NAME
      The name of the enumerated probability distribution.
      See Also:
  • Constructor Details

    • Enumerated

      private Enumerated()
      Class contains only static methods.
  • Method Details

    • of

      public static SharedStateDiscreteSampler of(UniformRandomProvider rng, double[] probabilities)
      Creates a sampler for an enumerated distribution of n values each with an associated probability.

      The probabilities will be normalised using their sum. The only requirement is the sum is positive.

      The sum of the probabilities is normalised to 230. Note that probabilities are adjusted to the nearest 2-30 due to round-off during the normalisation conversion. Consequently any probability less than 2-31 will not be observed in samples.

      Parameters:
      rng - Generator of uniformly distributed random numbers.
      probabilities - The list of probabilities.
      Returns:
      Sampler.
      Throws:
      IllegalArgumentException - if probabilities is null or empty, a probability is negative, infinite or NaN, or the sum of all probabilities is not strictly positive.
    • normaliseProbabilities

      private static int[] normaliseProbabilities(double[] probabilities)
      Normalise the probabilities to integers that sum to 230.
      Parameters:
      probabilities - The list of probabilities.
      Returns:
      the normalised probabilities.
      Throws:
      IllegalArgumentException - if probabilities is null or empty, a probability is negative, infinite or NaN, or the sum of all probabilities is not strictly positive.