Class LevySampler

    • Method Detail

      • of

        public static LevySampler of​(org.apache.commons.rng.UniformRandomProvider rng,
                                     double location,
                                     double scale)
        Create a new Lévy distribution sampler.
        Parameters:
        rng - Generator of uniformly distributed random numbers.
        location - Location of the Lévy distribution.
        scale - Scale of the Lévy distribution.
        Returns:
        the sampler
        Throws:
        IllegalArgumentException - if scale <= 0