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

Class ChengBetaSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.SamplerBase

org.apache.commons.rng.sampling.distribution.ChengBetaSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class ChengBetaSampler
extends SamplerBase
implements SharedStateContinuousSampler

Sampling from a beta distribution.

Uses Cheng's algorithms for beta distribution sampling:

 R. C. H. Cheng,
 "Generating beta variates with nonintegral shape parameters",
 Communications of the ACM, 21, 317-322, 1978.
 

Sampling uses UniformRandomProvider.nextDouble().

Since:

1.0

Constructor Summary

Constructors

Constructor	Description
ChengBetaSampler(org.apache.commons.rng.UniformRandomProvider rng, double alpha, double beta)	Creates a sampler instance.

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(org.apache.commons.rng.UniformRandomProvider rng, double alpha, double beta)	Creates a new beta distribution sampler.
double	sample()	Creates a double sample.
String	toString()
SharedStateContinuousSampler	withUniformRandomProvider(org.apache.commons.rng.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 org.apache.commons.rng.sampling.distribution.SamplerBase

nextDouble, nextInt, nextInt, nextLong

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.apache.commons.rng.sampling.distribution.ContinuousSampler

samples, samples

Constructor Detail

ChengBetaSampler

public ChengBetaSampler(org.apache.commons.rng.UniformRandomProvider rng,
                        double alpha,
                        double beta)

Creates a sampler instance.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Distribution first shape parameter.

beta - Distribution second shape parameter.

Throws:

IllegalArgumentException - if alpha <= 0 or beta <= 0

Method Detail

sample

public double sample()

Creates a double sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

toString

public String toString()

Overrides:

toString in class SamplerBase

withUniformRandomProvider

public SharedStateContinuousSampler withUniformRandomProvider(org.apache.commons.rng.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<SharedStateContinuousSampler>

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3

of

public static SharedStateContinuousSampler of(org.apache.commons.rng.UniformRandomProvider rng,
                                              double alpha,
                                              double beta)

Creates a new beta distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

alpha - Distribution first shape parameter.

beta - Distribution second shape parameter.

Returns:

the sampler

Throws:

IllegalArgumentException - if alpha <= 0 or beta <= 0

Since:

1.3