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

Class ZigguratNormalizedGaussianSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler

All Implemented Interfaces:

ContinuousSampler, NormalizedGaussianSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class ZigguratNormalizedGaussianSampler
extends java.lang.Object
implements NormalizedGaussianSampler, SharedStateContinuousSampler

Marsaglia and Tsang "Ziggurat" method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.

The algorithm is explained in this paper and this implementation has been adapted from the C code provided therein.

Sampling uses:

• UniformRandomProvider.nextLong()
• UniformRandomProvider.nextDouble()

Since:

1.1

Constructor Summary

Constructors

Constructor	Description
ZigguratNormalizedGaussianSampler(org.apache.commons.rng.UniformRandomProvider rng)

Method Summary

Modifier and Type	Method	Description
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> S	of(org.apache.commons.rng.UniformRandomProvider rng)	Create a new normalised Gaussian 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

Constructor Detail

ZigguratNormalizedGaussianSampler

public ZigguratNormalizedGaussianSampler(org.apache.commons.rng.UniformRandomProvider rng)

Parameters:

rng - Generator of uniformly distributed random numbers.

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 java.lang.Object

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 <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> S of(org.apache.commons.rng.UniformRandomProvider rng)

Create a new normalised Gaussian sampler.

Type Parameters:

S - Sampler type.

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3