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 * Sampling from a <a href="https://en.wikipedia.org/wiki/Pareto_distribution">Pareto distribution</a>. 023 * 024 * <p>Sampling uses {@link UniformRandomProvider#nextDouble()}.</p> 025 * 026 * @since 1.0 027 */ 028public class InverseTransformParetoSampler 029 extends SamplerBase 030 implements SharedStateContinuousSampler { 031 /** Scale. */ 032 private final double scale; 033 /** 1 / Shape. */ 034 private final double oneOverShape; 035 /** Underlying source of randomness. */ 036 private final UniformRandomProvider rng; 037 038 /** 039 * @param rng Generator of uniformly distributed random numbers. 040 * @param scale Scale of the distribution. 041 * @param shape Shape of the distribution. 042 * @throws IllegalArgumentException if {@code scale <= 0} or {@code shape <= 0} 043 */ 044 public InverseTransformParetoSampler(UniformRandomProvider rng, 045 double scale, 046 double shape) { 047 super(null); 048 if (scale <= 0) { 049 throw new IllegalArgumentException("scale is not strictly positive: " + scale); 050 } 051 if (shape <= 0) { 052 throw new IllegalArgumentException("shape is not strictly positive: " + shape); 053 } 054 this.rng = rng; 055 this.scale = scale; 056 this.oneOverShape = 1 / shape; 057 } 058 059 /** 060 * @param rng Generator of uniformly distributed random numbers. 061 * @param source Source to copy. 062 */ 063 private InverseTransformParetoSampler(UniformRandomProvider rng, 064 InverseTransformParetoSampler source) { 065 super(null); 066 this.rng = rng; 067 scale = source.scale; 068 oneOverShape = source.oneOverShape; 069 } 070 071 /** {@inheritDoc} */ 072 @Override 073 public double sample() { 074 return scale / Math.pow(rng.nextDouble(), oneOverShape); 075 } 076 077 /** {@inheritDoc} */ 078 @Override 079 public String toString() { 080 return "[Inverse method for Pareto distribution " + rng.toString() + "]"; 081 } 082 083 /** 084 * {@inheritDoc} 085 * 086 * @since 1.3 087 */ 088 @Override 089 public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) { 090 return new InverseTransformParetoSampler(rng, this); 091 } 092 093 /** 094 * Creates a new Pareto distribution sampler. 095 * 096 * @param rng Generator of uniformly distributed random numbers. 097 * @param scale Scale of the distribution. 098 * @param shape Shape of the distribution. 099 * @return the sampler 100 * @throws IllegalArgumentException if {@code scale <= 0} or {@code shape <= 0} 101 * @since 1.3 102 */ 103 public static SharedStateContinuousSampler of(UniformRandomProvider rng, 104 double scale, 105 double shape) { 106 return new InverseTransformParetoSampler(rng, scale, shape); 107 } 108}