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

Class InverseTransformParetoSampler

java.lang.Object

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

org.apache.commons.rng.sampling.distribution.InverseTransformParetoSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class InverseTransformParetoSampler
extends SamplerBase
implements SharedStateContinuousSampler

Sampling from a Pareto distribution.

Sampling uses UniformRandomProvider.nextLong().

Since:

1.0

Constructor Summary

Constructors

Constructor	Description
InverseTransformParetoSampler(org.apache.commons.rng.UniformRandomProvider rng, double scale, double shape)	Create an instance.

Method Summary

Modifier and Type	Method	Description
static SharedStateContinuousSampler	of(org.apache.commons.rng.UniformRandomProvider rng, double scale, double shape)	Creates a new Pareto 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

InverseTransformParetoSampler

public InverseTransformParetoSampler(org.apache.commons.rng.UniformRandomProvider rng,
                                     double scale,
                                     double shape)

Create an instance.

Parameters:

rng - Generator of uniformly distributed random numbers.

scale - Scale of the distribution.

shape - Shape of the distribution.

Throws:

IllegalArgumentException - if scale <= 0 or shape <= 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 scale,
                                              double shape)

Creates a new Pareto distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

scale - Scale of the distribution.

shape - Shape of the distribution.

Returns:

the sampler

Throws:

IllegalArgumentException - if scale <= 0 or shape <= 0

Since:

1.3