Class LevySampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.LevySampler

All Implemented Interfaces:

ContinuousSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public final class LevySampler
extends Object
implements SharedStateContinuousSampler

Sampling from a Lévy distribution.

Since:

1.4

See Also:

• Lévy distribution

Method Summary

Modifier and Type	Method	Description
static LevySampler	of(UniformRandomProvider rng, double location, double scale)	Create a new Lévy distribution sampler.
double	sample()	Creates a double sample.
String	toString()
LevySampler	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 Object

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

Methods inherited from interface ContinuousSampler

samples, samples

Method Details

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 Object

withUniformRandomProvider

public LevySampler 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

of

public static LevySampler of(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