BoxMullerLogNormalSampler.java

  1. /*
  2.  * Licensed to the Apache Software Foundation (ASF) under one or more
  3.  * contributor license agreements.  See the NOTICE file distributed with
  4.  * this work for additional information regarding copyright ownership.
  5.  * The ASF licenses this file to You under the Apache License, Version 2.0
  6.  * (the "License"); you may not use this file except in compliance with
  7.  * the License.  You may obtain a copy of the License at
  8.  *
  9.  *      http://www.apache.org/licenses/LICENSE-2.0
  10.  *
  11.  * Unless required by applicable law or agreed to in writing, software
  12.  * distributed under the License is distributed on an "AS IS" BASIS,
  13.  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
  14.  * See the License for the specific language governing permissions and
  15.  * limitations under the License.
  16.  */
  17. package org.apache.commons.rng.sampling.distribution;

  18. import org.apache.commons.rng.UniformRandomProvider;

  19. /**
  20.  * Sampling from a <a href="https://en.wikipedia.org/wiki/Log-normal_distribution">
  21.  * log-normal distribution</a>.
  22.  * Uses {@link BoxMullerNormalizedGaussianSampler} as the underlying sampler.
  23.  *
  24.  * <p>Sampling uses:</p>
  25.  *
  26.  * <ul>
  27.  *   <li>{@link UniformRandomProvider#nextDouble()}
  28.  *   <li>{@link UniformRandomProvider#nextLong()}
  29.  * </ul>
  30.  *
  31.  * @since 1.0
  32.  *
  33.  * @deprecated Since version 1.1. Please use {@link LogNormalSampler} instead.
  34.  */
  35. @Deprecated
  36. public class BoxMullerLogNormalSampler
  37.     extends SamplerBase
  38.     implements ContinuousSampler {
  39.     /** Delegate. */
  40.     private final ContinuousSampler sampler;

  41.     /**
  42.      * Create an instance.
  43.      *
  44.      * @param rng Generator of uniformly distributed random numbers.
  45.      * @param mu Mean of the natural logarithm of the distribution values.
  46.      * @param sigma Standard deviation of the natural logarithm of the distribution values.
  47.      * @throws IllegalArgumentException if {@code sigma <= 0}.
  48.      */
  49.     public BoxMullerLogNormalSampler(UniformRandomProvider rng,
  50.                                      double mu,
  51.                                      double sigma) {
  52.         super(null);
  53.         sampler = LogNormalSampler.of(new BoxMullerNormalizedGaussianSampler(rng),
  54.                                       mu, sigma);
  55.     }

  56.     /** {@inheritDoc} */
  57.     @Override
  58.     public double sample() {
  59.         return sampler.sample();
  60.     }

  61.     /** {@inheritDoc} */
  62.     @Override
  63.     public String toString() {
  64.         return sampler.toString();
  65.     }
  66. }