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 log-normal distribution.
023 *
024 * @since 1.1
025 */
026public class LogNormalSampler implements SharedStateContinuousSampler {
027    /** Mean of the natural logarithm of the distribution values. */
028    private final double mu;
029    /** Standard deviation of the natural logarithm of the distribution values. */
030    private final double sigma;
031    /** Gaussian sampling. */
032    private final NormalizedGaussianSampler gaussian;
033
034    /**
035     * Create an instance.
036     *
037     * @param gaussian N(0,1) generator.
038     * @param mu Mean of the natural logarithm of the distribution values.
039     * @param sigma Standard deviation of the natural logarithm of the distribution values.
040     * @throws IllegalArgumentException if {@code sigma <= 0}.
041     */
042    public LogNormalSampler(NormalizedGaussianSampler gaussian,
043                            double mu,
044                            double sigma) {
045        // Validation before java.lang.Object constructor exits prevents partially initialized object
046        this(mu, InternalUtils.requireStrictlyPositive(sigma, "sigma"), gaussian);
047    }
048
049    /**
050     * @param mu Mean of the natural logarithm of the distribution values.
051     * @param sigma Standard deviation of the natural logarithm of the distribution values.
052     * @param gaussian N(0,1) generator.
053     */
054    private LogNormalSampler(double mu,
055                             double sigma,
056                             NormalizedGaussianSampler gaussian) {
057        this.mu = mu;
058        this.sigma = sigma;
059        this.gaussian = gaussian;
060    }
061
062    /**
063     * @param rng Generator of uniformly distributed random numbers.
064     * @param source Source to copy.
065     */
066    private LogNormalSampler(UniformRandomProvider rng,
067                             LogNormalSampler source) {
068        this.mu = source.mu;
069        this.sigma = source.sigma;
070        this.gaussian = InternalUtils.newNormalizedGaussianSampler(source.gaussian, rng);
071    }
072
073    /** {@inheritDoc} */
074    @Override
075    public double sample() {
076        return Math.exp(mu + sigma * gaussian.sample());
077    }
078
079    /** {@inheritDoc} */
080    @Override
081    public String toString() {
082        return "Log-normal deviate [" + gaussian.toString() + "]";
083    }
084
085    /**
086     * {@inheritDoc}
087     *
088     * <p>Note: This function is available if the underlying {@link NormalizedGaussianSampler}
089     * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
090     * Otherwise a run-time exception is thrown.</p>
091     *
092     * @throws UnsupportedOperationException if the underlying sampler is not a
093     * {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler} or
094     * does not return a {@link NormalizedGaussianSampler} when sharing state.
095     *
096     * @since 1.3
097     */
098    @Override
099    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}