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

Class InverseTransformDiscreteSampler

java.lang.Object

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

org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler

All Implemented Interfaces:

DiscreteSampler, SharedStateDiscreteSampler, SharedStateSampler<SharedStateDiscreteSampler>

public class InverseTransformDiscreteSampler
extends SamplerBase
implements SharedStateDiscreteSampler

Distribution sampler that uses the inversion method. It can be used to sample any distribution that provides access to its inverse cumulative probability function.

Sampling uses UniformRandomProvider.nextDouble().

Example:

 import org.apache.commons.math3.distribution.IntegerDistribution;
 import org.apache.commons.math3.distribution.BinomialDistribution;

 import org.apache.commons.rng.simple.RandomSource;
 import org.apache.commons.rng.sampling.distribution.DiscreteSampler;
 import org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler;
 import org.apache.commons.rng.sampling.distribution.DiscreteInverseCumulativeProbabilityFunction;

 // Distribution to sample.
 final IntegerDistribution dist = new BinomialDistribution(11, 0.56);
 // Create the sampler.
 final DiscreteSampler binomialSampler =
     new InverseTransformDiscreteSampler(RandomSource.create(RandomSource.MT),
                                         new DiscreteInverseCumulativeProbabilityFunction() {
                                             public int inverseCumulativeProbability(double p) {
                                                 return dist.inverseCumulativeProbability(p);
                                             }
                                         });

 // Generate random deviate.
 int random = binomialSampler.sample();
 

Since:

1.0

Constructor Summary

Constructors

Constructor	Description
InverseTransformDiscreteSampler(org.apache.commons.rng.UniformRandomProvider rng, DiscreteInverseCumulativeProbabilityFunction function)

Method Summary

Modifier and Type	Method	Description
static SharedStateDiscreteSampler	of(org.apache.commons.rng.UniformRandomProvider rng, DiscreteInverseCumulativeProbabilityFunction function)	Create a new inverse-transform discrete sampler.
int	sample()	Creates a sample.
java.lang.String	toString()
SharedStateDiscreteSampler	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

InverseTransformDiscreteSampler

public InverseTransformDiscreteSampler(org.apache.commons.rng.UniformRandomProvider rng,
                                       DiscreteInverseCumulativeProbabilityFunction function)

Parameters:

rng - Generator of uniformly distributed random numbers.

function - Inverse cumulative probability function.

Method Detail

sample

public int sample()

Creates a sample.

Specified by:

sample in interface DiscreteSampler

Returns:

a sample.

toString

public java.lang.String toString()

Overrides:

toString in class SamplerBase

withUniformRandomProvider

public SharedStateDiscreteSampler 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.

Note: The new sampler will share the inverse cumulative probability function. This must be suitable for concurrent use to ensure thread safety.

Specified by:

withUniformRandomProvider in interface SharedStateSampler<SharedStateDiscreteSampler>

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3

of

public static SharedStateDiscreteSampler of(org.apache.commons.rng.UniformRandomProvider rng,
                                            DiscreteInverseCumulativeProbabilityFunction function)

Create a new inverse-transform discrete sampler.

To use the sampler to share state the function must be suitable for concurrent use.

Parameters:

rng - Generator of uniformly distributed random numbers.

function - Inverse cumulative probability function.

Returns:

the sampler

Since:

1.3

See Also:

withUniformRandomProvider(UniformRandomProvider)