Package org.apache.commons.rng.sampling.distribution

Class AhrensDieterMarsagliaTsangGammaSampler

java.lang.Object

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

org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class AhrensDieterMarsagliaTsangGammaSampler
extends SamplerBase
implements SharedStateContinuousSampler

Sampling from the gamma distribution.

• For 0 < alpha < 1:

  Ahrens, J. H. and Dieter, U., Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing, 12, 223-246, 1974.

• For alpha >= 1:

  Marsaglia and Tsang, A Simple Method for Generating Gamma Variables. ACM Transactions on Mathematical Software, Volume 26 Issue 3, September, 2000.

Sampling uses:

• UniformRandomProvider.nextDouble() (both algorithms)
• UniformRandomProvider.nextLong() (only for alpha >= 1)

Since:

1.0

See Also:

MathWorld Gamma distribution, Wikipedia Gamma distribution

Constructor Summary

Constructors

Constructor	Description
AhrensDieterMarsagliaTsangGammaSampler(org.apache.commons.rng.UniformRandomProvider rng, double alpha, double theta)	This instance delegates sampling.

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(org.apache.commons.rng.UniformRandomProvider rng, double alpha, double theta)	Creates a new gamma distribution sampler.
double	sample()	Creates a sample.
java.lang.String	toString()
SharedStateContinuousSampler	withUniformRandomProvider(org.apache.commons.rng.UniformRandomProvider rng)	Create a new instance of the sampler with the same underlying state using the given uniform random provider as the source of randomness.

Methods inherited from class java.lang.Object

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

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

nextDouble, nextInt, nextInt, nextLong

Constructor Detail

AhrensDieterMarsagliaTsangGammaSampler

public AhrensDieterMarsagliaTsangGammaSampler(org.apache.commons.rng.UniformRandomProvider rng,
                                              double alpha,
                                              double theta)

This instance delegates sampling. Use the factory method of(UniformRandomProvider, double, double) to create an optimal sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Alpha parameter of the distribution (this is a shape parameter).

theta - Theta parameter of the distribution (this is a scale parameter).

Throws:

java.lang.IllegalArgumentException - if alpha <= 0 or theta <= 0

Method Detail

sample

public double sample()

Creates a sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

toString

public java.lang.String toString()

Overrides:

toString in class SamplerBase

withUniformRandomProvider

public SharedStateContinuousSampler withUniformRandomProvider(org.apache.commons.rng.UniformRandomProvider rng)

Create a new instance of the sampler with the same underlying state using the given uniform random provider as the source of randomness.

Specified by:

withUniformRandomProvider in interface SharedStateSampler<SharedStateContinuousSampler>

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3

of

public static SharedStateContinuousSampler of(org.apache.commons.rng.UniformRandomProvider rng,
                                              double alpha,
                                              double theta)

Creates a new gamma distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Alpha parameter of the distribution (this is a shape parameter).

theta - Theta parameter of the distribution (this is a scale parameter).

Returns:

the sampler

Throws:

java.lang.IllegalArgumentException - if alpha <= 0 or theta <= 0

Since:

1.3