001/* 002 * Licensed to the Apache Software Foundation (ASF) under one or more 003 * contributor license agreements. See the NOTICE file distributed with 004 * this work for additional information regarding copyright ownership. 005 * The ASF licenses this file to You under the Apache License, Version 2.0 006 * (the "License"); you may not use this file except in compliance with 007 * the License. You may obtain a copy of the License at 008 * 009 * http://www.apache.org/licenses/LICENSE-2.0 010 * 011 * Unless required by applicable law or agreed to in writing, software 012 * distributed under the License is distributed on an "AS IS" BASIS, 013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 014 * See the License for the specific language governing permissions and 015 * limitations under the License. 016 */ 017package org.apache.commons.rng.sampling.distribution; 018 019import org.apache.commons.rng.UniformRandomProvider; 020 021/** 022 * Distribution sampler that uses the 023 * <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling"> 024 * inversion method</a>. 025 * 026 * It can be used to sample any distribution that provides access to its 027 * <em>inverse cumulative probability function</em>. 028 * 029 * <p>Sampling uses {@link UniformRandomProvider#nextDouble()}.</p> 030 * 031 * <p>Example:</p> 032 * <pre><code> 033 * import org.apache.commons.math3.distribution.IntegerDistribution; 034 * import org.apache.commons.math3.distribution.BinomialDistribution; 035 * 036 * import org.apache.commons.rng.simple.RandomSource; 037 * import org.apache.commons.rng.sampling.distribution.DiscreteSampler; 038 * import org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler; 039 * import org.apache.commons.rng.sampling.distribution.DiscreteInverseCumulativeProbabilityFunction; 040 * 041 * // Distribution to sample. 042 * final IntegerDistribution dist = new BinomialDistribution(11, 0.56); 043 * // Create the sampler. 044 * final DiscreteSampler binomialSampler = 045 * InverseTransformDiscreteSampler.of(RandomSource.XO_RO_SHI_RO_128_PP.create(), 046 * new DiscreteInverseCumulativeProbabilityFunction() { 047 * public int inverseCumulativeProbability(double p) { 048 * return dist.inverseCumulativeProbability(p); 049 * } 050 * }); 051 * 052 * // Generate random deviate. 053 * int random = binomialSampler.sample(); 054 * </code></pre> 055 * 056 * @since 1.0 057 */ 058public class InverseTransformDiscreteSampler 059 extends SamplerBase 060 implements SharedStateDiscreteSampler { 061 /** Inverse cumulative probability function. */ 062 private final DiscreteInverseCumulativeProbabilityFunction function; 063 /** Underlying source of randomness. */ 064 private final UniformRandomProvider rng; 065 066 /** 067 * @param rng Generator of uniformly distributed random numbers. 068 * @param function Inverse cumulative probability function. 069 */ 070 public InverseTransformDiscreteSampler(UniformRandomProvider rng, 071 DiscreteInverseCumulativeProbabilityFunction function) { 072 super(null); 073 this.rng = rng; 074 this.function = function; 075 } 076 077 /** {@inheritDoc} */ 078 @Override 079 public int sample() { 080 return function.inverseCumulativeProbability(rng.nextDouble()); 081 } 082 083 /** {@inheritDoc} */ 084 @Override 085 public String toString() { 086 return function.toString() + " (inverse method) [" + rng.toString() + "]"; 087 } 088 089 /** 090 * {@inheritDoc} 091 * 092 * <p>Note: The new sampler will share the inverse cumulative probability function. This 093 * must be suitable for concurrent use to ensure thread safety.</p> 094 * 095 * @since 1.3 096 */ 097 @Override 098 public SharedStateDiscreteSampler withUniformRandomProvider(UniformRandomProvider rng) { 099 return new InverseTransformDiscreteSampler(rng, function); 100 } 101 102 /** 103 * Create a new inverse-transform discrete sampler. 104 * 105 * <p>To use the sampler to 106 * {@link org.apache.commons.rng.sampling.SharedStateSampler share state} the function must be 107 * suitable for concurrent use.</p> 108 * 109 * @param rng Generator of uniformly distributed random numbers. 110 * @param function Inverse cumulative probability function. 111 * @return the sampler 112 * @see #withUniformRandomProvider(UniformRandomProvider) 113 * @since 1.3 114 */ 115 public static SharedStateDiscreteSampler of(UniformRandomProvider rng, 116 DiscreteInverseCumulativeProbabilityFunction function) { 117 return new InverseTransformDiscreteSampler(rng, function); 118 } 119}