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

Class GuideTableDiscreteSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.GuideTableDiscreteSampler

All Implemented Interfaces:

DiscreteSampler, SharedStateDiscreteSampler, SharedStateSampler<SharedStateDiscreteSampler>

public final class GuideTableDiscreteSampler
extends Object
implements SharedStateDiscreteSampler

Compute a sample from n values each with an associated probability. If all unique items are assigned the same probability it is more efficient to use the DiscreteUniformSampler.

The cumulative probability distribution is searched using a guide table to set an initial start point. This implementation is based on:

Devroye, Luc (1986). Non-Uniform Random Variate Generation. New York: Springer-Verlag. Chapter 3.2.4 "The method of guide tables" p. 96.

The size of the guide table can be controlled using a parameter. A larger guide table will improve performance at the cost of storage space.

Sampling uses UniformRandomProvider.nextDouble().

Since:

1.3

See Also:

Discrete probability distribution (Wikipedia)

Method Summary

Modifier and Type	Method	Description
static SharedStateDiscreteSampler	of(UniformRandomProvider rng, double[] probabilities)	Create a new sampler for an enumerated distribution using the given probabilities.
static SharedStateDiscreteSampler	of(UniformRandomProvider rng, double[] probabilities, double alpha)	Create a new sampler for an enumerated distribution using the given probabilities.
int	sample()	Creates a sample.
String	toString()
SharedStateDiscreteSampler	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

Method Detail

sample

public int sample()

Creates a sample.

Specified by:

sample in interface DiscreteSampler

Returns:

a sample.

toString

public String toString()

Overrides:

toString in class Object

withUniformRandomProvider

public SharedStateDiscreteSampler 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<SharedStateDiscreteSampler>

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

of

public static SharedStateDiscreteSampler of(UniformRandomProvider rng,
                                            double[] probabilities)

Create a new sampler for an enumerated distribution using the given probabilities. The samples corresponding to each probability are assumed to be a natural sequence starting at zero.

The size of the guide table is probabilities.length.

Parameters:

rng - Generator of uniformly distributed random numbers.

probabilities - The probabilities.

Returns:

the sampler

Throws:

IllegalArgumentException - if probabilities is null or empty, a probability is negative, infinite or NaN, or the sum of all probabilities is not strictly positive.

of

public static SharedStateDiscreteSampler of(UniformRandomProvider rng,
                                            double[] probabilities,
                                            double alpha)

Create a new sampler for an enumerated distribution using the given probabilities. The samples corresponding to each probability are assumed to be a natural sequence starting at zero.

The size of the guide table is alpha * probabilities.length.

Parameters:

rng - Generator of uniformly distributed random numbers.

probabilities - The probabilities.

alpha - The alpha factor used to set the guide table size.

Returns:

the sampler

Throws:

IllegalArgumentException - if probabilities is null or empty, a probability is negative, infinite or NaN, the sum of all probabilities is not strictly positive, or alpha is not strictly positive.