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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 log-normal distribution.
23   *
24   * @since 1.1
25   */
26  public class LogNormalSampler implements SharedStateContinuousSampler {
27      /** Mean of the natural logarithm of the distribution values. */
28      private final double mu;
29      /** Standard deviation of the natural logarithm of the distribution values. */
30      private final double sigma;
31      /** Gaussian sampling. */
32      private final NormalizedGaussianSampler gaussian;
33  
34      /**
35       * @param gaussian N(0,1) generator.
36       * @param mu Mean of the natural logarithm of the distribution values.
37       * @param sigma Standard deviation of the natural logarithm of the distribution values.
38       * @throws IllegalArgumentException if {@code sigma <= 0}.
39       */
40      public LogNormalSampler(NormalizedGaussianSampler gaussian,
41                              double mu,
42                              double sigma) {
43          if (sigma <= 0) {
44              throw new IllegalArgumentException("sigma is not strictly positive: " + sigma);
45          }
46          this.mu = mu;
47          this.sigma = sigma;
48          this.gaussian = gaussian;
49      }
50  
51      /**
52       * @param rng Generator of uniformly distributed random numbers.
53       * @param source Source to copy.
54       */
55      private LogNormalSampler(UniformRandomProvider rng,
56                               LogNormalSampler source) {
57          this.mu = source.mu;
58          this.sigma = source.sigma;
59          this.gaussian = InternalUtils.newNormalizedGaussianSampler(source.gaussian, rng);
60      }
61  
62      /** {@inheritDoc} */
63      @Override
64      public double sample() {
65          return Math.exp(mu + sigma * gaussian.sample());
66      }
67  
68      /** {@inheritDoc} */
69      @Override
70      public String toString() {
71          return "Log-normal deviate [" + gaussian.toString() + "]";
72      }
73  
74      /**
75       * {@inheritDoc}
76       *
77       * <p>Note: This function is available if the underlying {@link NormalizedGaussianSampler}
78       * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
79       * Otherwise a run-time exception is thrown.</p>
80       *
81       * @throws UnsupportedOperationException if the underlying sampler is not a
82       * {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler} or
83       * does not return a {@link NormalizedGaussianSampler} when sharing state.
84       *
85       * @since 1.3
86       */
87      @Override
88      public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
89          return new LogNormalSampler(rng, this);
90      }
91  
92      /**
93       * Create a new log-normal distribution sampler.
94       *
95       * <p>Note: The shared-state functionality is available if the {@link NormalizedGaussianSampler}
96       * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
97       * Otherwise a run-time exception will be thrown when the sampler is used to share state.</p>
98       *
99       * @param gaussian N(0,1) generator.
100      * @param mu Mean of the natural logarithm of the distribution values.
101      * @param sigma Standard deviation of the natural logarithm of the distribution values.
102      * @return the sampler
103      * @throws IllegalArgumentException if {@code sigma <= 0}.
104      * @see #withUniformRandomProvider(UniformRandomProvider)
105      * @since 1.3
106      */
107     public static SharedStateContinuousSampler of(NormalizedGaussianSampler gaussian,
108                                                   double mu,
109                                                   double sigma) {
110         return new LogNormalSampler(gaussian, mu, sigma);
111     }
112 }