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1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  package org.apache.commons.rng.sampling.distribution;
18  
19  import org.apache.commons.rng.UniformRandomProvider;
20  
21  /**
22   * Sampling from a <a href="https://en.wikipedia.org/wiki/Pareto_distribution">Pareto distribution</a>.
23   *
24   * <p>Sampling uses {@link UniformRandomProvider#nextDouble()}.</p>
25   *
26   * @since 1.0
27   */
28  public class InverseTransformParetoSampler
29      extends SamplerBase
30      implements SharedStateContinuousSampler {
31      /** Scale. */
32      private final double scale;
33      /** 1 / Shape. */
34      private final double oneOverShape;
35      /** Underlying source of randomness. */
36      private final UniformRandomProvider rng;
37  
38      /**
39       * @param rng Generator of uniformly distributed random numbers.
40       * @param scale Scale of the distribution.
41       * @param shape Shape of the distribution.
42       * @throws IllegalArgumentException if {@code scale <= 0} or {@code shape <= 0}
43       */
44      public InverseTransformParetoSampler(UniformRandomProvider rng,
45                                           double scale,
46                                           double shape) {
47          super(null);
48          if (scale <= 0) {
49              throw new IllegalArgumentException("scale is not strictly positive: " + scale);
50          }
51          if (shape <= 0) {
52              throw new IllegalArgumentException("shape is not strictly positive: " + shape);
53          }
54          this.rng = rng;
55          this.scale = scale;
56          this.oneOverShape = 1 / shape;
57      }
58  
59      /**
60       * @param rng Generator of uniformly distributed random numbers.
61       * @param source Source to copy.
62       */
63      private InverseTransformParetoSampler(UniformRandomProvider rng,
64                                            InverseTransformParetoSampler source) {
65          super(null);
66          this.rng = rng;
67          scale = source.scale;
68          oneOverShape = source.oneOverShape;
69      }
70  
71      /** {@inheritDoc} */
72      @Override
73      public double sample() {
74          return scale / Math.pow(rng.nextDouble(), oneOverShape);
75      }
76  
77      /** {@inheritDoc} */
78      @Override
79      public String toString() {
80          return "[Inverse method for Pareto distribution " + rng.toString() + "]";
81      }
82  
83      /**
84       * {@inheritDoc}
85       *
86       * @since 1.3
87       */
88      @Override
89      public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
90          return new InverseTransformParetoSampler(rng, this);
91      }
92  
93      /**
94       * Creates a new Pareto distribution sampler.
95       *
96       * @param rng Generator of uniformly distributed random numbers.
97       * @param scale Scale of the distribution.
98       * @param shape Shape of the distribution.
99       * @return the sampler
100      * @throws IllegalArgumentException if {@code scale <= 0} or {@code shape <= 0}
101      * @since 1.3
102      */
103     public static SharedStateContinuousSampler of(UniformRandomProvider rng,
104                                                   double scale,
105                                                   double shape) {
106         return new InverseTransformParetoSampler(rng, scale, shape);
107     }
108 }