Class InverseTransformParetoSampler
java.lang.Object
org.apache.commons.rng.sampling.distribution.SamplerBase
org.apache.commons.rng.sampling.distribution.InverseTransformParetoSampler
- All Implemented Interfaces:
ContinuousSampler
,SharedStateContinuousSampler
,SharedStateSampler<SharedStateContinuousSampler>
public class InverseTransformParetoSampler
extends SamplerBase
implements SharedStateContinuousSampler
Sampling from a Pareto distribution.
Sampling uses UniformRandomProvider.nextDouble()
.
- Since:
- 1.0
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate final double
1 / Shape.private final UniformRandomProvider
Underlying source of randomness.private final double
Scale. -
Constructor Summary
ConstructorsModifierConstructorDescriptionInverseTransformParetoSampler
(UniformRandomProvider rng, double scale, double shape) private
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Method Summary
Modifier and TypeMethodDescriptionstatic SharedStateContinuousSampler
of
(UniformRandomProvider rng, double scale, double shape) Creates a new Pareto 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 org.apache.commons.rng.sampling.distribution.SamplerBase
nextDouble, nextInt, nextInt, nextLong
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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scale
private final double scaleScale. -
oneOverShape
private final double oneOverShape1 / Shape. -
rng
Underlying source of randomness.
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Constructor Details
-
InverseTransformParetoSampler
- Parameters:
rng
- Generator of uniformly distributed random numbers.scale
- Scale of the distribution.shape
- Shape of the distribution.- Throws:
IllegalArgumentException
- ifscale <= 0
orshape <= 0
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InverseTransformParetoSampler
private InverseTransformParetoSampler(UniformRandomProvider rng, InverseTransformParetoSampler source) - 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
- Overrides:
toString
in classSamplerBase
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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
- Since:
- 1.3
-
of
public static SharedStateContinuousSampler of(UniformRandomProvider rng, double scale, double shape) Creates a new Pareto distribution sampler.- Parameters:
rng
- Generator of uniformly distributed random numbers.scale
- Scale of the distribution.shape
- Shape of the distribution.- Returns:
- the sampler
- Throws:
IllegalArgumentException
- ifscale <= 0
orshape <= 0
- Since:
- 1.3
-