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

Class InverseTransformParetoSampler

java.lang.Object

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

org.apache.commons.rng.sampling.distribution.InverseTransformParetoSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class InverseTransformParetoSampler
extends SamplerBase
implements SharedStateContinuousSampler

Sampling from a Pareto distribution.

Sampling uses UniformRandomProvider.nextDouble().

Since:

1.0

Constructor Summary

Constructors

Constructor	Description
InverseTransformParetoSampler(org.apache.commons.rng.UniformRandomProvider rng, double scale, double shape)

Method Summary

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

InverseTransformParetoSampler

public InverseTransformParetoSampler(org.apache.commons.rng.UniformRandomProvider rng,
                                     double scale,
                                     double shape)

Parameters:

rng - Generator of uniformly distributed random numbers.

scale - Scale of the distribution.

shape - Shape of the distribution.

Throws:

java.lang.IllegalArgumentException - if scale <= 0 or shape <= 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 scale,
                                              double shape)

Creates a new Pareto distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

scale - Scale of the distribution.

shape - Shape of the distribution.

Returns:

the sampler

Throws:

java.lang.IllegalArgumentException - if scale <= 0 or shape <= 0

Since:

1.3