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 Lévy distribution. 23 * 24 * @see <a href="https://en.wikipedia.org/wiki/L%C3%A9vy_distribution">Lévy distribution</a> 25 * @since 1.4 26 */ 27 public final class LevySampler implements SharedStateContinuousSampler { 28 /** Gaussian sampler. */ 29 private final NormalizedGaussianSampler gaussian; 30 /** Location. */ 31 private final double location; 32 /** Scale. */ 33 private final double scale; 34 /** RNG (used for the toString() method). */ 35 private final UniformRandomProvider rng; 36 37 /** 38 * @param rng Generator of uniformly distributed random numbers. 39 * @param location Location of the Lévy distribution. 40 * @param scale Scale of the Lévy distribution. 41 */ 42 private LevySampler(UniformRandomProvider rng, 43 double location, 44 double scale) { 45 this.gaussian = ZigguratSampler.NormalizedGaussian.of(rng); 46 this.location = location; 47 this.scale = scale; 48 this.rng = rng; 49 } 50 51 /** 52 * @param rng Generator of uniformly distributed random numbers. 53 * @param source Source to copy. 54 */ 55 private LevySampler(UniformRandomProvider rng, 56 LevySampler source) { 57 this.gaussian = ZigguratSampler.NormalizedGaussian.of(rng); 58 this.location = source.location; 59 this.scale = source.scale; 60 this.rng = rng; 61 } 62 63 /** {@inheritDoc} */ 64 @Override 65 public double sample() { 66 final double n = gaussian.sample(); 67 return scale / (n * n) + location; 68 } 69 70 /** {@inheritDoc} */ 71 @Override 72 public String toString() { 73 return "Lévy deviate [" + rng.toString() + "]"; 74 } 75 76 /** {@inheritDoc} */ 77 @Override 78 public LevySampler withUniformRandomProvider(UniformRandomProvider rng) { 79 return new LevySampler(rng, this); 80 } 81 82 /** 83 * Create a new Lévy distribution sampler. 84 * 85 * @param rng Generator of uniformly distributed random numbers. 86 * @param location Location of the Lévy distribution. 87 * @param scale Scale of the Lévy distribution. 88 * @return the sampler 89 * @throws IllegalArgumentException if {@code scale <= 0} 90 */ 91 public static LevySampler of(UniformRandomProvider rng, 92 double location, 93 double scale) { 94 if (scale <= 0) { 95 throw new IllegalArgumentException("scale is not strictly positive: " + scale); 96 } 97 return new LevySampler(rng, location, scale); 98 } 99 }