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

Class GaussianSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.GaussianSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class GaussianSampler
extends Object
implements SharedStateContinuousSampler

Sampling from a Gaussian distribution with given mean and standard deviation.

Note

The mean and standard deviation are validated to ensure they are finite. This prevents generation of NaN samples by avoiding invalid arithmetic (inf * 0 or inf - inf). However use of an extremely large standard deviation and/or mean may result in samples that are infinite; that is the parameters are not validated to prevent truncation of the output distribution.

Since:

1.1

Constructor Summary

Constructors

Constructor	Description
GaussianSampler(NormalizedGaussianSampler normalized, double mean, double standardDeviation)

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(NormalizedGaussianSampler normalized, double mean, double standardDeviation)	Create a new normalised Gaussian 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 java.lang.Object

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

Constructor Detail

GaussianSampler

public GaussianSampler(NormalizedGaussianSampler normalized,
                       double mean,
                       double standardDeviation)

Parameters:

normalized - Generator of N(0,1) Gaussian distributed random numbers.

mean - Mean of the Gaussian distribution.

standardDeviation - Standard deviation of the Gaussian distribution.

Throws:

IllegalArgumentException - if standardDeviation <= 0 or is infinite; or mean is infinite

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 Object

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.

Note: This function is available if the underlying NormalizedGaussianSampler is a SharedStateSampler. Otherwise a run-time exception is thrown.

Specified by:

withUniformRandomProvider in interface SharedStateSampler<SharedStateContinuousSampler>

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Throws:

UnsupportedOperationException - if the underlying sampler is not a SharedStateSampler or does not return a NormalizedGaussianSampler when sharing state.

Since:

1.3

of

public static SharedStateContinuousSampler of(NormalizedGaussianSampler normalized,
                                              double mean,
                                              double standardDeviation)

Create a new normalised Gaussian sampler.

Note: The shared-state functionality is available if the NormalizedGaussianSampler is a SharedStateSampler. Otherwise a run-time exception will be thrown when the sampler is used to share state.

Parameters:

normalized - Generator of N(0,1) Gaussian distributed random numbers.

mean - Mean of the Gaussian distribution.

standardDeviation - Standard deviation of the Gaussian distribution.

Returns:

the sampler

Throws:

IllegalArgumentException - if standardDeviation <= 0 or is infinite; or mean is infinite

Since:

1.3

See Also:

withUniformRandomProvider(UniformRandomProvider)