org.apache.commons.rng.sampling.distribution

Class BoxMullerGaussianSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.SamplerBase

org.apache.commons.rng.sampling.distribution.BoxMullerGaussianSampler

All Implemented Interfaces:

ContinuousSampler

public class BoxMullerGaussianSampler
extends SamplerBase
implements ContinuousSampler

Box-Muller algorithm for sampling from a Gaussian distribution.

Constructor Summary

Constructors

Constructor and Description
BoxMullerGaussianSampler(UniformRandomProvider rng, double mean, double standardDeviation)

Method Summary

Modifier and Type	Method and Description
double	sample() Creates a sample.
String	toString()

Methods inherited from class org.apache.commons.rng.sampling.distribution.SamplerBase

nextDouble, nextInt, nextInt

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

BoxMullerGaussianSampler

public BoxMullerGaussianSampler(UniformRandomProvider rng,
                                double mean,
                                double standardDeviation)

Parameters:

rng - Generator of uniformly distributed random numbers.

mean - Mean of the Gaussian distribution.

standardDeviation - Standard deviation of the Gaussian distribution.

Method Detail

sample

public double sample()

Creates a sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

toString

public String toString()

Overrides:

toString in class SamplerBase