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 Lévy distribution.
023 *
024 * @see <a href="https://en.wikipedia.org/wiki/L%C3%A9vy_distribution">Lévy distribution</a>
025 * @since 1.4
026 */
027public final class LevySampler implements SharedStateContinuousSampler {
028    /** Gaussian sampler. */
029    private final NormalizedGaussianSampler gaussian;
030    /** Location. */
031    private final double location;
032    /** Scale. */
033    private final double scale;
034    /** RNG (used for the toString() method). */
035    private final UniformRandomProvider rng;
036
037    /**
038     * @param rng Generator of uniformly distributed random numbers.
039     * @param location Location of the Lévy distribution.
040     * @param scale Scale of the Lévy distribution.
041     */
042    private LevySampler(UniformRandomProvider rng,
043                        double location,
044                        double scale) {
045        this.gaussian = ZigguratSampler.NormalizedGaussian.of(rng);
046        this.location = location;
047        this.scale = scale;
048        this.rng = rng;
049    }
050
051    /**
052     * @param rng Generator of uniformly distributed random numbers.
053     * @param source Source to copy.
054     */
055    private LevySampler(UniformRandomProvider rng,
056                        LevySampler source) {
057        this.gaussian = ZigguratSampler.NormalizedGaussian.of(rng);
058        this.location = source.location;
059        this.scale = source.scale;
060        this.rng = rng;
061    }
062
063    /** {@inheritDoc} */
064    @Override
065    public double sample() {
066        final double n = gaussian.sample();
067        return scale / (n * n) + location;
068    }
069
070    /** {@inheritDoc} */
071    @Override
072    public String toString() {
073        return "Lévy deviate [" + rng.toString() + "]";
074    }
075
076    /** {@inheritDoc} */
077    @Override
078    public LevySampler withUniformRandomProvider(UniformRandomProvider rng) {
079        return new LevySampler(rng, this);
080    }
081
082    /**
083     * Create a new Lévy distribution sampler.
084     *
085     * @param rng Generator of uniformly distributed random numbers.
086     * @param location Location of the Lévy distribution.
087     * @param scale Scale of the Lévy distribution.
088     * @return the sampler
089     * @throws IllegalArgumentException if {@code scale <= 0}
090     */
091    public static LevySampler of(UniformRandomProvider rng,
092                                 double location,
093                                 double scale) {
094        if (scale <= 0) {
095            throw new IllegalArgumentException("scale is not strictly positive: " + scale);
096        }
097        return new LevySampler(rng, location, scale);
098    }
099}