Class ZigguratNormalizedGaussianSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler

All Implemented Interfaces:

ContinuousSampler, NormalizedGaussianSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class ZigguratNormalizedGaussianSampler
extends Object
implements NormalizedGaussianSampler, SharedStateContinuousSampler

Marsaglia and Tsang "Ziggurat" method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.

The algorithm is explained in this paper and this implementation has been adapted from the C code provided therein.

Sampling uses:

• UniformRandomProvider.nextLong()
• UniformRandomProvider.nextDouble()

Since:

1.1

Constructor Summary

Constructors

Constructor	Description
ZigguratNormalizedGaussianSampler(UniformRandomProvider rng)	Create an instance.

Method Summary

Modifier and Type	Method	Description
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> S	of(UniformRandomProvider rng)	Create a new normalised Gaussian sampler.
double	sample()	Creates a double sample.
String	toString()
SharedStateContinuousSampler	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

Constructor Details

ZigguratNormalizedGaussianSampler

public ZigguratNormalizedGaussianSampler(UniformRandomProvider rng)

Create an instance.

Parameters:

rng - Generator of uniformly distributed random numbers.

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 SharedStateContinuousSampler 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

Since:

1.3

of

public static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler>
S of(UniformRandomProvider rng)

Create a new normalised Gaussian sampler.

Type Parameters:

S - Sampler type.

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler

Since:

1.3