Class ZigguratSampler.NormalizedGaussian

java.lang.Object

org.apache.commons.rng.sampling.distribution.ZigguratSampler

org.apache.commons.rng.sampling.distribution.ZigguratSampler.NormalizedGaussian

All Implemented Interfaces:

ContinuousSampler, NormalizedGaussianSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

Enclosing class:

ZigguratSampler

public static final class ZigguratSampler.NormalizedGaussian
extends ZigguratSampler
implements NormalizedGaussianSampler, SharedStateContinuousSampler

Modified ziggurat method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.

Note: The algorithm is a modification of the Marsaglia and Tsang "Ziggurat" method. The modification improves performance of the rejection method used to generate samples at the edge of the ziggurat.

Since:

1.4

See Also:

• NormalizedGaussianSampler
• GaussianSampler

Nested Class Summary

Nested classes/interfaces inherited from class ZigguratSampler

ZigguratSampler.Exponential, ZigguratSampler.NormalizedGaussian

Method Summary

Modifier and Type	Method	Description
static ZigguratSampler.NormalizedGaussian	of(UniformRandomProvider rng)	Create a new normalised Gaussian sampler.
double	sample()	Creates a double sample.
String	toString()
ZigguratSampler.NormalizedGaussian	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

toString

public String toString()

Overrides:

toString in class Object

sample

public double sample()

Creates a double sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

withUniformRandomProvider

public ZigguratSampler.NormalizedGaussian 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 ZigguratSampler.NormalizedGaussian of(UniformRandomProvider rng)

Create a new normalised Gaussian sampler.

Parameters:

rng - Generator of uniformly distributed random numbers.

Returns:

the sampler