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

Class TSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.TSampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public abstract class TSampler
extends Object
implements SharedStateContinuousSampler

Sampling from a T distribution.

Uses Bailey's algorithm for t-distribution sampling:

 Bailey, R. W. (1994)
 "Polar Generation of Random Variates with the t-Distribution."
 Mathematics of Computation 62, 779-781.
 

Sampling uses UniformRandomProvider.nextLong().

Since:

1.5

See Also:

• Student's T distribution (wikipedia)
• Mathematics of Computation, 62, 779-781

Method Summary

Modifier and Type	Method	Description
static TSampler	of(UniformRandomProvider rng, double degreesOfFreedom)	Create a new t distribution sampler.
String	toString()
abstract TSampler	withUniformRandomProvider(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 java.lang.Object

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

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

sample, samples, samples

Method Details

withUniformRandomProvider

public abstract TSampler withUniformRandomProvider(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

toString

public String toString()

Overrides:

toString in class Object

of

public static TSampler of(UniformRandomProvider rng,
 double degreesOfFreedom)

Create a new t distribution sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

degreesOfFreedom - Degrees of freedom.

Returns:

the sampler

Throws:

IllegalArgumentException - if degreesOfFreedom <= 0