Package org.apache.commons.rng.sampling.distribution

Class LargeMeanPoissonSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.LargeMeanPoissonSampler

All Implemented Interfaces:

DiscreteSampler, SharedStateDiscreteSampler, SharedStateSampler<SharedStateDiscreteSampler>

public class LargeMeanPoissonSampler
extends Object
implements SharedStateDiscreteSampler

Sampler for the Poisson distribution.

• For large means, we use the rejection algorithm described in

  Devroye, Luc. (1981).The Computer Generation of Poisson Random Variables
  Computing vol. 26 pp. 197-207.

This sampler is suitable for mean >= 40.

Sampling uses:

• UniformRandomProvider.nextLong()
• UniformRandomProvider.nextDouble()

Since:

1.1

Constructor Summary

Constructors

Constructor	Description
LargeMeanPoissonSampler(UniformRandomProvider rng, double mean)

Method Summary

Modifier and Type	Method	Description
static SharedStateDiscreteSampler	of(UniformRandomProvider rng, double mean)	Creates a new Poisson distribution sampler.
int	sample()	Creates an int sample.
String	toString()
SharedStateDiscreteSampler	withUniformRandomProvider(UniformRandomProvider rng)	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.DiscreteSampler

samples, samples

Constructor Detail

LargeMeanPoissonSampler

public LargeMeanPoissonSampler(UniformRandomProvider rng,
                               double mean)

Parameters:

rng - Generator of uniformly distributed random numbers.

mean - Mean.

Throws:

IllegalArgumentException - if mean < 1 or mean > 0.5 * Integer.MAX_VALUE.

Method Detail

sample

public int sample()

Creates an int sample.

Specified by:

sample in interface DiscreteSampler

Returns:

a sample.

toString

public String toString()

Overrides:

toString in class Object

withUniformRandomProvider

public SharedStateDiscreteSampler withUniformRandomProvider(UniformRandomProvider rng)

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 interface SharedStateSampler<SharedStateDiscreteSampler>

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3

of

public static SharedStateDiscreteSampler of(UniformRandomProvider rng,
                                            double mean)

Creates a new Poisson distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

mean - Mean.

Returns:

the sampler

Throws:

IllegalArgumentException - if mean < 1 or mean > 0.5 * Integer.MAX_VALUE.

Since:

1.3