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

Class ChengBetaSampler

java.lang.Object

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

org.apache.commons.rng.sampling.distribution.ChengBetaSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class ChengBetaSampler
extends SamplerBase
implements SharedStateContinuousSampler

Sampling from a beta distribution.

Uses Cheng's algorithms for beta distribution sampling:

 R. C. H. Cheng,
 "Generating beta variates with nonintegral shape parameters",
 Communications of the ACM, 21, 317-322, 1978.
 

Sampling uses UniformRandomProvider.nextDouble().

Since:

1.0

Constructor Summary

Constructors

Constructor	Description
ChengBetaSampler(org.apache.commons.rng.UniformRandomProvider rng, double alpha, double beta)	Creates a sampler instance.

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(org.apache.commons.rng.UniformRandomProvider rng, double alpha, double beta)	Creates a new beta 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

ChengBetaSampler

public ChengBetaSampler(org.apache.commons.rng.UniformRandomProvider rng,
                        double alpha,
                        double beta)

Creates a sampler instance.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Distribution first shape parameter.

beta - Distribution second shape parameter.

Throws:

java.lang.IllegalArgumentException - if alpha <= 0 or beta <= 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 beta)

Creates a new beta distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Distribution first shape parameter.

beta - Distribution second shape parameter.

Returns:

the sampler

Throws:

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

Since:

1.3