ZigguratSampler (Apache Commons RNG Sampling 1.4 API)

java.lang.Object
- org.apache.commons.rng.sampling.distribution.ZigguratSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Direct Known Subclasses:

ZigguratSampler.Exponential, ZigguratSampler.NormalizedGaussian
```
public abstract class ZigguratSampler
extends Object
implements SharedStateContinuousSampler
```
Modified ziggurat method for sampling from Gaussian and exponential distributions.
Uses the algorithm from:
McFarland, C.D. (2016)
"A modified ziggurat algorithm for generating exponentially and normally distributed pseudorandom numbers".
Journal of Statistical Computation and Simulation 86, 1281-1294.

Note: The algorithm is a modification of the Marsaglia and Tsang "Ziggurat" method. The modification improves performance by:
1. Creating layers of the ziggurat entirely inside the probability density function (area B); this allows the majority of samples to be obtained without checking if the value is in the region of the ziggurat layer that requires a rejection test.
2. For samples not within the main ziggurat (area A) alias sampling is used to choose a layer and rejection of points above the PDF is accelerated using precomputation of triangle regions entirely below or above the curve.
```
           \
 ----------+\
           | \
    B      |A \
 -------------+\
              | \
 
```
Sampling uses UniformRandomProvider.nextLong().
Since:

1.4

See Also:

McFarland (2016) JSCS 86, 1281-1294

Nested Class Summary

Nested Classes
Modifier and Type	Class	Description
`static class`	`ZigguratSampler.Exponential`	Modified ziggurat method for sampling from an exponential distributions.
`static class`	`ZigguratSampler.NormalizedGaussian`	Modified ziggurat method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.

Method Summary
- Methods inherited from class java.lang.Object
  clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
- Methods inherited from interface org.apache.commons.rng.sampling.distribution.ContinuousSampler
  sample
- Methods inherited from interface org.apache.commons.rng.sampling.SharedStateSampler
  withUniformRandomProvider