1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17 package org.apache.commons.rng.sampling.distribution;
18
19 import org.apache.commons.rng.UniformRandomProvider;
20
21 /**
22 * Sampling from a log-normal distribution.
23 *
24 * @since 1.1
25 */
26 public class LogNormalSampler implements SharedStateContinuousSampler {
27 /** Mean of the natural logarithm of the distribution values. */
28 private final double mu;
29 /** Standard deviation of the natural logarithm of the distribution values. */
30 private final double sigma;
31 /** Gaussian sampling. */
32 private final NormalizedGaussianSampler gaussian;
33
34 /**
35 * Create an instance.
36 *
37 * @param gaussian N(0,1) generator.
38 * @param mu Mean of the natural logarithm of the distribution values.
39 * @param sigma Standard deviation of the natural logarithm of the distribution values.
40 * @throws IllegalArgumentException if {@code sigma <= 0}.
41 */
42 public LogNormalSampler(NormalizedGaussianSampler gaussian,
43 double mu,
44 double sigma) {
45 // Validation before java.lang.Object constructor exits prevents partially initialized object
46 this(mu, InternalUtils.requireStrictlyPositive(sigma, "sigma"), gaussian);
47 }
48
49 /**
50 * @param mu Mean of the natural logarithm of the distribution values.
51 * @param sigma Standard deviation of the natural logarithm of the distribution values.
52 * @param gaussian N(0,1) generator.
53 */
54 private LogNormalSampler(double mu,
55 double sigma,
56 NormalizedGaussianSampler gaussian) {
57 this.mu = mu;
58 this.sigma = sigma;
59 this.gaussian = gaussian;
60 }
61
62 /**
63 * @param rng Generator of uniformly distributed random numbers.
64 * @param source Source to copy.
65 */
66 private LogNormalSampler(UniformRandomProvider rng,
67 LogNormalSampler source) {
68 this.mu = source.mu;
69 this.sigma = source.sigma;
70 this.gaussian = InternalUtils.newNormalizedGaussianSampler(source.gaussian, rng);
71 }
72
73 /** {@inheritDoc} */
74 @Override
75 public double sample() {
76 return Math.exp(mu + sigma * gaussian.sample());
77 }
78
79 /** {@inheritDoc} */
80 @Override
81 public String toString() {
82 return "Log-normal deviate [" + gaussian.toString() + "]";
83 }
84
85 /**
86 * {@inheritDoc}
87 *
88 * <p>Note: This function is available if the underlying {@link NormalizedGaussianSampler}
89 * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
90 * Otherwise a run-time exception is thrown.</p>
91 *
92 * @throws UnsupportedOperationException if the underlying sampler is not a
93 * {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler} or
94 * does not return a {@link NormalizedGaussianSampler} when sharing state.
95 *
96 * @since 1.3
97 */
98 @Override
99 public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
100 return new LogNormalSampler(rng, this);
101 }
102
103 /**
104 * Create a new log-normal distribution sampler.
105 *
106 * <p>Note: The shared-state functionality is available if the {@link NormalizedGaussianSampler}
107 * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
108 * Otherwise a run-time exception will be thrown when the sampler is used to share state.</p>
109 *
110 * @param gaussian N(0,1) generator.
111 * @param mu Mean of the natural logarithm of the distribution values.
112 * @param sigma Standard deviation of the natural logarithm of the distribution values.
113 * @return the sampler
114 * @throws IllegalArgumentException if {@code sigma <= 0}.
115 * @see #withUniformRandomProvider(UniformRandomProvider)
116 * @since 1.3
117 */
118 public static SharedStateContinuousSampler of(NormalizedGaussianSampler gaussian,
119 double mu,
120 double sigma) {
121 return new LogNormalSampler(gaussian, mu, sigma);
122 }
123 }