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(UniformRandomProvider rng, double alpha, double theta)	This instance delegates sampling.

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(UniformRandomProvider rng, double alpha, double theta)	Creates a new gamma distribution sampler.
double	sample()	Creates a sample.
String	toString()
SharedStateContinuousSampler	withUniformRandomProvider(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 org.apache.commons.rng.sampling.distribution.SamplerBase

nextDouble, nextInt, nextInt, nextLong

Methods inherited from class java.lang.Object

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

Constructor Detail

AhrensDieterMarsagliaTsangGammaSampler

public AhrensDieterMarsagliaTsangGammaSampler(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:

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 String toString()

Overrides:

toString in class SamplerBase

withUniformRandomProvider

public SharedStateContinuousSampler withUniformRandomProvider(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(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:

IllegalArgumentException - if alpha <= 0 or theta <= 0

Since:

1.3