Modified: websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html ============================================================================== --- websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html (original) +++ websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html Mon Dec 12 16:27:09 2016 @@ -27,125 +27,123 @@ <a class="jxr_linenumber" name="L19" href="#L19">19</a> <strong class="jxr_keyword">import</strong> org.apache.commons.rng.UniformRandomProvider; <a class="jxr_linenumber" name="L20" href="#L20">20</a> <a class="jxr_linenumber" name="L21" href="#L21">21</a> <em class="jxr_javadoccomment">/**</em> -<a class="jxr_linenumber" name="L22" href="#L22">22</a> <em class="jxr_javadoccomment"> * <p></em> -<a class="jxr_linenumber" name="L23" href="#L23">23</a> <em class="jxr_javadoccomment"> * Sampling from the <a href="<a href="http://mathworld.wolfram.com/GammaDistribution.html" target="alexandria_uri">http://mathworld.wolfram.com/GammaDistribution.html</a>">Gamma distribution</a>.</em> -<a class="jxr_linenumber" name="L24" href="#L24">24</a> <em class="jxr_javadoccomment"> * <ul></em> -<a class="jxr_linenumber" name="L25" href="#L25">25</a> <em class="jxr_javadoccomment"> * <li></em> -<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> * For {@code 0 < shape < 1}:</em> -<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * <blockquote></em> -<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * Ahrens, J. H. and Dieter, U.,</em> -<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * <i>Computer methods for sampling from gamma, beta, Poisson and binomial distributions,</i></em> -<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * Computing, 12, 223-246, 1974.</em> -<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * </blockquote></em> -<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * </li></em> -<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> * <li></em> -<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * For {@code shape >= 1}:</em> -<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> * <blockquote></em> -<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * Marsaglia and Tsang, <i>A Simple Method for Generating</em> -<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * Gamma Variables.</i> ACM Transactions on Mathematical Software,</em> -<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> * Volume 26 Issue 3, September, 2000.</em> -<a class="jxr_linenumber" name="L39" href="#L39">39</a> <em class="jxr_javadoccomment"> * </blockquote></em> -<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment"> * </li></em> -<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment"> * </ul></em> -<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment"> * </p></em> -<a class="jxr_linenumber" name="L43" href="#L43">43</a> <em class="jxr_javadoccomment"> */</em> -<a class="jxr_linenumber" name="L44" href="#L44">44</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html">AhrensDieterMarsagliaTsangGammaSampler</a> -<a class="jxr_linenumber" name="L45" href="#L45">45</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/SamplerBase.html">SamplerBase</a> -<a class="jxr_linenumber" name="L46" href="#L46">46</a> <strong class="jxr_keyword">implements</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousSampler.html">ContinuousSampler</a> { -<a class="jxr_linenumber" name="L47" href="#L47">47</a> <em class="jxr_javadoccomment">/** The shape parameter. */</em> -<a class="jxr_linenumber" name="L48" href="#L48">48</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> theta; -<a class="jxr_linenumber" name="L49" href="#L49">49</a> <em class="jxr_javadoccomment">/** The alpha parameter. */</em> -<a class="jxr_linenumber" name="L50" href="#L50">50</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> alpha; -<a class="jxr_linenumber" name="L51" href="#L51">51</a> <em class="jxr_javadoccomment">/** Gaussian sampling. */</em> -<a class="jxr_linenumber" name="L52" href="#L52">52</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/BoxMullerGaussianSampler.html">BoxMullerGaussianSampler</a> gaussian; -<a class="jxr_linenumber" name="L53" href="#L53">53</a> -<a class="jxr_linenumber" name="L54" href="#L54">54</a> <em class="jxr_javadoccomment">/**</em> -<a class="jxr_linenumber" name="L55" href="#L55">55</a> <em class="jxr_javadoccomment"> * @param rng Generator of uniformly distributed random numbers.</em> -<a class="jxr_linenumber" name="L56" href="#L56">56</a> <em class="jxr_javadoccomment"> * @param alpha Alpha parameter of the distribution.</em> -<a class="jxr_linenumber" name="L57" href="#L57">57</a> <em class="jxr_javadoccomment"> * @param theta Theta parameter of the distribution.</em> -<a class="jxr_linenumber" name="L58" href="#L58">58</a> <em class="jxr_javadoccomment"> */</em> -<a class="jxr_linenumber" name="L59" href="#L59">59</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html">AhrensDieterMarsagliaTsangGammaSampler</a>(<a href="../../../../../../org/apache/commons/rng/UniformRandomProvider.html">UniformRandomProvider</a> rng, -<a class="jxr_linenumber" name="L60" href="#L60">60</a> <strong class="jxr_keyword">double</strong> alpha, -<a class="jxr_linenumber" name="L61" href="#L61">61</a> <strong class="jxr_keyword">double</strong> theta) { -<a class="jxr_linenumber" name="L62" href="#L62">62</a> <strong class="jxr_keyword">super</strong>(rng); -<a class="jxr_linenumber" name="L63" href="#L63">63</a> <strong class="jxr_keyword">this</strong>.alpha = alpha; -<a class="jxr_linenumber" name="L64" href="#L64">64</a> <strong class="jxr_keyword">this</strong>.theta = theta; -<a class="jxr_linenumber" name="L65" href="#L65">65</a> gaussian = <strong class="jxr_keyword">new</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/BoxMullerGaussianSampler.html">BoxMullerGaussianSampler</a>(rng, 0, 1); -<a class="jxr_linenumber" name="L66" href="#L66">66</a> } -<a class="jxr_linenumber" name="L67" href="#L67">67</a> -<a class="jxr_linenumber" name="L68" href="#L68">68</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> -<a class="jxr_linenumber" name="L69" href="#L69">69</a> @Override -<a class="jxr_linenumber" name="L70" href="#L70">70</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> sample() { -<a class="jxr_linenumber" name="L71" href="#L71">71</a> <strong class="jxr_keyword">if</strong> (theta < 1) { -<a class="jxr_linenumber" name="L72" href="#L72">72</a> <em class="jxr_comment">// [1]: p. 228, Algorithm GS.</em> -<a class="jxr_linenumber" name="L73" href="#L73">73</a> -<a class="jxr_linenumber" name="L74" href="#L74">74</a> <strong class="jxr_keyword">while</strong> (<strong class="jxr_keyword">true</strong>) { -<a class="jxr_linenumber" name="L75" href="#L75">75</a> <em class="jxr_comment">// Step 1:</em> -<a class="jxr_linenumber" name="L76" href="#L76">76</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> u = nextDouble(); -<a class="jxr_linenumber" name="L77" href="#L77">77</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> bGS = 1 + theta / Math.E; -<a class="jxr_linenumber" name="L78" href="#L78">78</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> p = bGS * u; -<a class="jxr_linenumber" name="L79" href="#L79">79</a> -<a class="jxr_linenumber" name="L80" href="#L80">80</a> <strong class="jxr_keyword">if</strong> (p <= 1) { -<a class="jxr_linenumber" name="L81" href="#L81">81</a> <em class="jxr_comment">// Step 2:</em> -<a class="jxr_linenumber" name="L82" href="#L82">82</a> -<a class="jxr_linenumber" name="L83" href="#L83">83</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = Math.pow(p, 1 / theta); -<a class="jxr_linenumber" name="L84" href="#L84">84</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> u2 = nextDouble(); -<a class="jxr_linenumber" name="L85" href="#L85">85</a> -<a class="jxr_linenumber" name="L86" href="#L86">86</a> <strong class="jxr_keyword">if</strong> (u2 > Math.exp(-x)) { -<a class="jxr_linenumber" name="L87" href="#L87">87</a> <em class="jxr_comment">// Reject.</em> -<a class="jxr_linenumber" name="L88" href="#L88">88</a> <strong class="jxr_keyword">continue</strong>; -<a class="jxr_linenumber" name="L89" href="#L89">89</a> } <strong class="jxr_keyword">else</strong> { -<a class="jxr_linenumber" name="L90" href="#L90">90</a> <strong class="jxr_keyword">return</strong> alpha * x; -<a class="jxr_linenumber" name="L91" href="#L91">91</a> } -<a class="jxr_linenumber" name="L92" href="#L92">92</a> } <strong class="jxr_keyword">else</strong> { -<a class="jxr_linenumber" name="L93" href="#L93">93</a> <em class="jxr_comment">// Step 3:</em> -<a class="jxr_linenumber" name="L94" href="#L94">94</a> -<a class="jxr_linenumber" name="L95" href="#L95">95</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = -1 * Math.log((bGS - p) / theta); -<a class="jxr_linenumber" name="L96" href="#L96">96</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> u2 = nextDouble(); -<a class="jxr_linenumber" name="L97" href="#L97">97</a> -<a class="jxr_linenumber" name="L98" href="#L98">98</a> <strong class="jxr_keyword">if</strong> (u2 > Math.pow(x, theta - 1)) { -<a class="jxr_linenumber" name="L99" href="#L99">99</a> <em class="jxr_comment">// Reject.</em> -<a class="jxr_linenumber" name="L100" href="#L100">100</a> <strong class="jxr_keyword">continue</strong>; -<a class="jxr_linenumber" name="L101" href="#L101">101</a> } <strong class="jxr_keyword">else</strong> { -<a class="jxr_linenumber" name="L102" href="#L102">102</a> <strong class="jxr_keyword">return</strong> alpha * x; -<a class="jxr_linenumber" name="L103" href="#L103">103</a> } -<a class="jxr_linenumber" name="L104" href="#L104">104</a> } -<a class="jxr_linenumber" name="L105" href="#L105">105</a> } -<a class="jxr_linenumber" name="L106" href="#L106">106</a> } +<a class="jxr_linenumber" name="L22" href="#L22">22</a> <em class="jxr_javadoccomment"> * Sampling from the <a href="<a href="http://mathworld.wolfram.com/GammaDistribution.html" target="alexandria_uri">http://mathworld.wolfram.com/GammaDistribution.html</a>">Gamma distribution</a>.</em> +<a class="jxr_linenumber" name="L23" href="#L23">23</a> <em class="jxr_javadoccomment"> * <ul></em> +<a class="jxr_linenumber" name="L24" href="#L24">24</a> <em class="jxr_javadoccomment"> * <li></em> +<a class="jxr_linenumber" name="L25" href="#L25">25</a> <em class="jxr_javadoccomment"> * For {@code 0 < shape < 1}:</em> +<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> * <blockquote></em> +<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * Ahrens, J. H. and Dieter, U.,</em> +<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * <i>Computer methods for sampling from gamma, beta, Poisson and binomial distributions,</i></em> +<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * Computing, 12, 223-246, 1974.</em> +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * </blockquote></em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * </li></em> +<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * <li></em> +<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> * For {@code shape >= 1}:</em> +<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * <blockquote></em> +<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> * Marsaglia and Tsang, <i>A Simple Method for Generating</em> +<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * Gamma Variables.</i> ACM Transactions on Mathematical Software,</em> +<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * Volume 26 Issue 3, September, 2000.</em> +<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> * </blockquote></em> +<a class="jxr_linenumber" name="L39" href="#L39">39</a> <em class="jxr_javadoccomment"> * </li></em> +<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment"> * </ul></em> +<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L42" href="#L42">42</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html">AhrensDieterMarsagliaTsangGammaSampler</a> +<a class="jxr_linenumber" name="L43" href="#L43">43</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/SamplerBase.html">SamplerBase</a> +<a class="jxr_linenumber" name="L44" href="#L44">44</a> <strong class="jxr_keyword">implements</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousSampler.html">ContinuousSampler</a> { +<a class="jxr_linenumber" name="L45" href="#L45">45</a> <em class="jxr_javadoccomment">/** The shape parameter. */</em> +<a class="jxr_linenumber" name="L46" href="#L46">46</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> theta; +<a class="jxr_linenumber" name="L47" href="#L47">47</a> <em class="jxr_javadoccomment">/** The alpha parameter. */</em> +<a class="jxr_linenumber" name="L48" href="#L48">48</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> alpha; +<a class="jxr_linenumber" name="L49" href="#L49">49</a> <em class="jxr_javadoccomment">/** Gaussian sampling. */</em> +<a class="jxr_linenumber" name="L50" href="#L50">50</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/BoxMullerGaussianSampler.html">BoxMullerGaussianSampler</a> gaussian; +<a class="jxr_linenumber" name="L51" href="#L51">51</a> +<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L53" href="#L53">53</a> <em class="jxr_javadoccomment"> * @param rng Generator of uniformly distributed random numbers.</em> +<a class="jxr_linenumber" name="L54" href="#L54">54</a> <em class="jxr_javadoccomment"> * @param alpha Alpha parameter of the distribution.</em> +<a class="jxr_linenumber" name="L55" href="#L55">55</a> <em class="jxr_javadoccomment"> * @param theta Theta parameter of the distribution.</em> +<a class="jxr_linenumber" name="L56" href="#L56">56</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L57" href="#L57">57</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html">AhrensDieterMarsagliaTsangGammaSampler</a>(<a href="../../../../../../org/apache/commons/rng/UniformRandomProvider.html">UniformRandomProvider</a> rng, +<a class="jxr_linenumber" name="L58" href="#L58">58</a> <strong class="jxr_keyword">double</strong> alpha, +<a class="jxr_linenumber" name="L59" href="#L59">59</a> <strong class="jxr_keyword">double</strong> theta) { +<a class="jxr_linenumber" name="L60" href="#L60">60</a> <strong class="jxr_keyword">super</strong>(rng); +<a class="jxr_linenumber" name="L61" href="#L61">61</a> <strong class="jxr_keyword">this</strong>.alpha = alpha; +<a class="jxr_linenumber" name="L62" href="#L62">62</a> <strong class="jxr_keyword">this</strong>.theta = theta; +<a class="jxr_linenumber" name="L63" href="#L63">63</a> gaussian = <strong class="jxr_keyword">new</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/BoxMullerGaussianSampler.html">BoxMullerGaussianSampler</a>(rng, 0, 1); +<a class="jxr_linenumber" name="L64" href="#L64">64</a> } +<a class="jxr_linenumber" name="L65" href="#L65">65</a> +<a class="jxr_linenumber" name="L66" href="#L66">66</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L67" href="#L67">67</a> @Override +<a class="jxr_linenumber" name="L68" href="#L68">68</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> sample() { +<a class="jxr_linenumber" name="L69" href="#L69">69</a> <strong class="jxr_keyword">if</strong> (theta < 1) { +<a class="jxr_linenumber" name="L70" href="#L70">70</a> <em class="jxr_comment">// [1]: p. 228, Algorithm GS.</em> +<a class="jxr_linenumber" name="L71" href="#L71">71</a> +<a class="jxr_linenumber" name="L72" href="#L72">72</a> <strong class="jxr_keyword">while</strong> (<strong class="jxr_keyword">true</strong>) { +<a class="jxr_linenumber" name="L73" href="#L73">73</a> <em class="jxr_comment">// Step 1:</em> +<a class="jxr_linenumber" name="L74" href="#L74">74</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> u = nextDouble(); +<a class="jxr_linenumber" name="L75" href="#L75">75</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> bGS = 1 + theta / Math.E; +<a class="jxr_linenumber" name="L76" href="#L76">76</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> p = bGS * u; +<a class="jxr_linenumber" name="L77" href="#L77">77</a> +<a class="jxr_linenumber" name="L78" href="#L78">78</a> <strong class="jxr_keyword">if</strong> (p <= 1) { +<a class="jxr_linenumber" name="L79" href="#L79">79</a> <em class="jxr_comment">// Step 2:</em> +<a class="jxr_linenumber" name="L80" href="#L80">80</a> +<a class="jxr_linenumber" name="L81" href="#L81">81</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = Math.pow(p, 1 / theta); +<a class="jxr_linenumber" name="L82" href="#L82">82</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> u2 = nextDouble(); +<a class="jxr_linenumber" name="L83" href="#L83">83</a> +<a class="jxr_linenumber" name="L84" href="#L84">84</a> <strong class="jxr_keyword">if</strong> (u2 > Math.exp(-x)) { +<a class="jxr_linenumber" name="L85" href="#L85">85</a> <em class="jxr_comment">// Reject.</em> +<a class="jxr_linenumber" name="L86" href="#L86">86</a> <strong class="jxr_keyword">continue</strong>; +<a class="jxr_linenumber" name="L87" href="#L87">87</a> } <strong class="jxr_keyword">else</strong> { +<a class="jxr_linenumber" name="L88" href="#L88">88</a> <strong class="jxr_keyword">return</strong> alpha * x; +<a class="jxr_linenumber" name="L89" href="#L89">89</a> } +<a class="jxr_linenumber" name="L90" href="#L90">90</a> } <strong class="jxr_keyword">else</strong> { +<a class="jxr_linenumber" name="L91" href="#L91">91</a> <em class="jxr_comment">// Step 3:</em> +<a class="jxr_linenumber" name="L92" href="#L92">92</a> +<a class="jxr_linenumber" name="L93" href="#L93">93</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = -1 * Math.log((bGS - p) / theta); +<a class="jxr_linenumber" name="L94" href="#L94">94</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> u2 = nextDouble(); +<a class="jxr_linenumber" name="L95" href="#L95">95</a> +<a class="jxr_linenumber" name="L96" href="#L96">96</a> <strong class="jxr_keyword">if</strong> (u2 > Math.pow(x, theta - 1)) { +<a class="jxr_linenumber" name="L97" href="#L97">97</a> <em class="jxr_comment">// Reject.</em> +<a class="jxr_linenumber" name="L98" href="#L98">98</a> <strong class="jxr_keyword">continue</strong>; +<a class="jxr_linenumber" name="L99" href="#L99">99</a> } <strong class="jxr_keyword">else</strong> { +<a class="jxr_linenumber" name="L100" href="#L100">100</a> <strong class="jxr_keyword">return</strong> alpha * x; +<a class="jxr_linenumber" name="L101" href="#L101">101</a> } +<a class="jxr_linenumber" name="L102" href="#L102">102</a> } +<a class="jxr_linenumber" name="L103" href="#L103">103</a> } +<a class="jxr_linenumber" name="L104" href="#L104">104</a> } +<a class="jxr_linenumber" name="L105" href="#L105">105</a> +<a class="jxr_linenumber" name="L106" href="#L106">106</a> <em class="jxr_comment">// Now theta >= 1.</em> <a class="jxr_linenumber" name="L107" href="#L107">107</a> -<a class="jxr_linenumber" name="L108" href="#L108">108</a> <em class="jxr_comment">// Now theta >= 1.</em> -<a class="jxr_linenumber" name="L109" href="#L109">109</a> -<a class="jxr_linenumber" name="L110" href="#L110">110</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> d = theta - 0.333333333333333333; -<a class="jxr_linenumber" name="L111" href="#L111">111</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> c = 1 / (3 * Math.sqrt(d)); -<a class="jxr_linenumber" name="L112" href="#L112">112</a> -<a class="jxr_linenumber" name="L113" href="#L113">113</a> <strong class="jxr_keyword">while</strong> (<strong class="jxr_keyword">true</strong>) { -<a class="jxr_linenumber" name="L114" href="#L114">114</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = gaussian.sample(); -<a class="jxr_linenumber" name="L115" href="#L115">115</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> v = (1 + c * x) * (1 + c * x) * (1 + c * x); -<a class="jxr_linenumber" name="L116" href="#L116">116</a> -<a class="jxr_linenumber" name="L117" href="#L117">117</a> <strong class="jxr_keyword">if</strong> (v <= 0) { -<a class="jxr_linenumber" name="L118" href="#L118">118</a> <strong class="jxr_keyword">continue</strong>; -<a class="jxr_linenumber" name="L119" href="#L119">119</a> } -<a class="jxr_linenumber" name="L120" href="#L120">120</a> -<a class="jxr_linenumber" name="L121" href="#L121">121</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x2 = x * x; -<a class="jxr_linenumber" name="L122" href="#L122">122</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> u = nextDouble(); -<a class="jxr_linenumber" name="L123" href="#L123">123</a> -<a class="jxr_linenumber" name="L124" href="#L124">124</a> <em class="jxr_comment">// Squeeze.</em> -<a class="jxr_linenumber" name="L125" href="#L125">125</a> <strong class="jxr_keyword">if</strong> (u < 1 - 0.0331 * x2 * x2) { -<a class="jxr_linenumber" name="L126" href="#L126">126</a> <strong class="jxr_keyword">return</strong> alpha * d * v; -<a class="jxr_linenumber" name="L127" href="#L127">127</a> } -<a class="jxr_linenumber" name="L128" href="#L128">128</a> -<a class="jxr_linenumber" name="L129" href="#L129">129</a> <strong class="jxr_keyword">if</strong> (Math.log(u) < 0.5 * x2 + d * (1 - v + Math.log(v))) { -<a class="jxr_linenumber" name="L130" href="#L130">130</a> <strong class="jxr_keyword">return</strong> alpha * d * v; -<a class="jxr_linenumber" name="L131" href="#L131">131</a> } -<a class="jxr_linenumber" name="L132" href="#L132">132</a> } -<a class="jxr_linenumber" name="L133" href="#L133">133</a> } -<a class="jxr_linenumber" name="L134" href="#L134">134</a> -<a class="jxr_linenumber" name="L135" href="#L135">135</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> -<a class="jxr_linenumber" name="L136" href="#L136">136</a> @Override -<a class="jxr_linenumber" name="L137" href="#L137">137</a> <strong class="jxr_keyword">public</strong> String toString() { -<a class="jxr_linenumber" name="L138" href="#L138">138</a> <strong class="jxr_keyword">return</strong> <span class="jxr_string">"Ahrens-Dieter-Marsaglia-Tsang Gamma deviate ["</span> + <strong class="jxr_keyword">super</strong>.toString() + <span class="jxr_string">"]"</span>; -<a class="jxr_linenumber" name="L139" href="#L139">139</a> } -<a class="jxr_linenumber" name="L140" href="#L140">140</a> } +<a class="jxr_linenumber" name="L108" href="#L108">108</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> d = theta - 0.333333333333333333; +<a class="jxr_linenumber" name="L109" href="#L109">109</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> c = 1 / (3 * Math.sqrt(d)); +<a class="jxr_linenumber" name="L110" href="#L110">110</a> +<a class="jxr_linenumber" name="L111" href="#L111">111</a> <strong class="jxr_keyword">while</strong> (<strong class="jxr_keyword">true</strong>) { +<a class="jxr_linenumber" name="L112" href="#L112">112</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x = gaussian.sample(); +<a class="jxr_linenumber" name="L113" href="#L113">113</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> v = (1 + c * x) * (1 + c * x) * (1 + c * x); +<a class="jxr_linenumber" name="L114" href="#L114">114</a> +<a class="jxr_linenumber" name="L115" href="#L115">115</a> <strong class="jxr_keyword">if</strong> (v <= 0) { +<a class="jxr_linenumber" name="L116" href="#L116">116</a> <strong class="jxr_keyword">continue</strong>; +<a class="jxr_linenumber" name="L117" href="#L117">117</a> } +<a class="jxr_linenumber" name="L118" href="#L118">118</a> +<a class="jxr_linenumber" name="L119" href="#L119">119</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> x2 = x * x; +<a class="jxr_linenumber" name="L120" href="#L120">120</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> u = nextDouble(); +<a class="jxr_linenumber" name="L121" href="#L121">121</a> +<a class="jxr_linenumber" name="L122" href="#L122">122</a> <em class="jxr_comment">// Squeeze.</em> +<a class="jxr_linenumber" name="L123" href="#L123">123</a> <strong class="jxr_keyword">if</strong> (u < 1 - 0.0331 * x2 * x2) { +<a class="jxr_linenumber" name="L124" href="#L124">124</a> <strong class="jxr_keyword">return</strong> alpha * d * v; +<a class="jxr_linenumber" name="L125" href="#L125">125</a> } +<a class="jxr_linenumber" name="L126" href="#L126">126</a> +<a class="jxr_linenumber" name="L127" href="#L127">127</a> <strong class="jxr_keyword">if</strong> (Math.log(u) < 0.5 * x2 + d * (1 - v + Math.log(v))) { +<a class="jxr_linenumber" name="L128" href="#L128">128</a> <strong class="jxr_keyword">return</strong> alpha * d * v; +<a class="jxr_linenumber" name="L129" href="#L129">129</a> } +<a class="jxr_linenumber" name="L130" href="#L130">130</a> } +<a class="jxr_linenumber" name="L131" href="#L131">131</a> } +<a class="jxr_linenumber" name="L132" href="#L132">132</a> +<a class="jxr_linenumber" name="L133" href="#L133">133</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L134" href="#L134">134</a> @Override +<a class="jxr_linenumber" name="L135" href="#L135">135</a> <strong class="jxr_keyword">public</strong> String toString() { +<a class="jxr_linenumber" name="L136" href="#L136">136</a> <strong class="jxr_keyword">return</strong> <span class="jxr_string">"Ahrens-Dieter-Marsaglia-Tsang Gamma deviate ["</span> + <strong class="jxr_keyword">super</strong>.toString() + <span class="jxr_string">"]"</span>; +<a class="jxr_linenumber" name="L137" href="#L137">137</a> } +<a class="jxr_linenumber" name="L138" href="#L138">138</a> } </pre> <hr/> <div id="footer">Copyright © 2016 <a href="https://www.apache.org/">The Apache Software Foundation</a>. All rights reserved.</div>
Modified: websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/ContinuousInverseCumulativeProbabilityFunction.html ============================================================================== --- websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/ContinuousInverseCumulativeProbabilityFunction.html (original) +++ websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/ContinuousInverseCumulativeProbabilityFunction.html Mon Dec 12 16:27:09 2016 @@ -35,8 +35,8 @@ <a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * For a random variable {@code X} distributed according to this distribution,</em> <a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * the returned value is</em> <a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * <ul></em> -<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * <li>\( \inf_{x \in \mathcal{R}} P(X \le x) \ge p \) for \( 0 < p \le 1 \)</li></em> -<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * <li>\( \inf_{x \in \mathcal{R}} P(X \le x) > 0 \) for \( p = 0 \)</li></em> +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * <li>\( \inf_{x \in \mathcal{R}} P(X \le x) \ge p \) for \( 0 \lt p \le 1 \)</li></em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * <li>\( \inf_{x \in \mathcal{R}} P(X \le x) \gt 0 \) for \( p = 0 \)</li></em> <a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * </ul></em> <a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> *</em> <a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * @param p Cumulative probability.</em> Modified: websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/DiscreteInverseCumulativeProbabilityFunction.html ============================================================================== --- websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/DiscreteInverseCumulativeProbabilityFunction.html (original) +++ websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/DiscreteInverseCumulativeProbabilityFunction.html Mon Dec 12 16:27:09 2016 @@ -35,8 +35,8 @@ <a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * For a random variable {@code X} distributed according to this distribution,</em> <a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * the returned value is</em> <a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * <ul></em> -<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * <li>\( \inf_{x \in \mathcal{Z}} P(X \le x) \ge p \) for \( 0 < p \le 1 \)</li></em> -<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * <li>\( \inf_{x \in \mathcal{Z}} P(X \le x) > 0 \) for \( p = 0 \)</li></em> +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * <li>\( \inf_{x \in \mathcal{Z}} P(X \le x) \ge p \) for \( 0 \lt p \le 1 \)</li></em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * <li>\( \inf_{x \in \mathcal{Z}} P(X \le x) \gt 0 \) for \( p = 0 \)</li></em> <a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * </ul></em> <a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> *</em> <a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * @param p Cumulative probability.</em> Modified: websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InternalGamma.html ============================================================================== --- websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InternalGamma.html (original) +++ websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InternalGamma.html Mon Dec 12 16:27:09 2016 @@ -121,7 +121,7 @@ <a class="jxr_linenumber" name="L113" href="#L113">113</a> <a class="jxr_linenumber" name="L114" href="#L114">114</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> sum = lanczos(x); <a class="jxr_linenumber" name="L115" href="#L115">115</a> <strong class="jxr_keyword">final</strong> <strong class="jxr_keyword">double</strong> tmp = x + LANCZOS_G + 0.5; -<a class="jxr_linenumber" name="L116" href="#L116">116</a> <strong class="jxr_keyword">return</strong> ((x + 0.5) * Math.log(tmp)) - tmp + HALF_LOG_2_PI + Math.log(sum / x); +<a class="jxr_linenumber" name="L116" href="#L116">116</a> <strong class="jxr_keyword">return</strong> (x + 0.5) * Math.log(tmp) - tmp + HALF_LOG_2_PI + Math.log(sum / x); <a class="jxr_linenumber" name="L117" href="#L117">117</a> } <a class="jxr_linenumber" name="L118" href="#L118">118</a> <a class="jxr_linenumber" name="L119" href="#L119">119</a> <em class="jxr_javadoccomment">/**</em> Modified: websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html ============================================================================== --- websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html (original) +++ websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html Mon Dec 12 16:27:09 2016 @@ -31,64 +31,62 @@ <a class="jxr_linenumber" name="L23" href="#L23">23</a> <em class="jxr_javadoccomment"> * <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling"></em> <a class="jxr_linenumber" name="L24" href="#L24">24</a> <em class="jxr_javadoccomment"> * inversion method</a>.</em> <a class="jxr_linenumber" name="L25" href="#L25">25</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> * <p></em> -<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * It can be used to sample any distribution that provides access to its</em> -<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * <em>inverse cumulative probabilty function</em>.</em> -<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * </p></em> -<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * <p>Example:</p></em> -<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * <pre><source></em> -<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> * import org.apache.commons.math3.distribution.RealDistribution;</em> -<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * import org.apache.commons.math3.distribution.ChiSquaredDistribution;</em> -<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.simple.RandomSource;</em> -<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.ContinuousSampler;</em> -<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.InverseTransformContinuousSampler;</em> -<a class="jxr_linenumber" name="L39" href="#L39">39</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.ContinuousInverseCumulativeProbabilityFunction;</em> -<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment"> * // Distribution to sample.</em> -<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment"> * final RealDistribution dist = new ChiSquaredDistribution(9);</em> -<a class="jxr_linenumber" name="L43" href="#L43">43</a> <em class="jxr_javadoccomment"> * // Create the sampler.</em> -<a class="jxr_linenumber" name="L44" href="#L44">44</a> <em class="jxr_javadoccomment"> * final ContinuousSampler chiSquareSampler =</em> -<a class="jxr_linenumber" name="L45" href="#L45">45</a> <em class="jxr_javadoccomment"> * new InverseTransformContinuousSampler(RandomSource.create(RandomSource.MT),</em> -<a class="jxr_linenumber" name="L46" href="#L46">46</a> <em class="jxr_javadoccomment"> * new ContinuousInverseCumulativeProbabilityFunction() {</em> -<a class="jxr_linenumber" name="L47" href="#L47">47</a> <em class="jxr_javadoccomment"> * public double inverseCumulativeProbability(double p) {</em> -<a class="jxr_linenumber" name="L48" href="#L48">48</a> <em class="jxr_javadoccomment"> * return dist.inverseCumulativeProbability(p);</em> -<a class="jxr_linenumber" name="L49" href="#L49">49</a> <em class="jxr_javadoccomment"> * }</em> -<a class="jxr_linenumber" name="L50" href="#L50">50</a> <em class="jxr_javadoccomment"> * });</em> -<a class="jxr_linenumber" name="L51" href="#L51">51</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment"> * // Generate random deviate.</em> -<a class="jxr_linenumber" name="L53" href="#L53">53</a> <em class="jxr_javadoccomment"> * double random = chiSquareSampler.sample();</em> -<a class="jxr_linenumber" name="L54" href="#L54">54</a> <em class="jxr_javadoccomment"> * </source></pre></em> -<a class="jxr_linenumber" name="L55" href="#L55">55</a> <em class="jxr_javadoccomment"> */</em> -<a class="jxr_linenumber" name="L56" href="#L56">56</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html">InverseTransformContinuousSampler</a> -<a class="jxr_linenumber" name="L57" href="#L57">57</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/SamplerBase.html">SamplerBase</a> -<a class="jxr_linenumber" name="L58" href="#L58">58</a> <strong class="jxr_keyword">implements</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousSampler.html">ContinuousSampler</a> { -<a class="jxr_linenumber" name="L59" href="#L59">59</a> <em class="jxr_javadoccomment">/** Inverse cumulative probability function. */</em> -<a class="jxr_linenumber" name="L60" href="#L60">60</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousInverseCumulativeProbabilityFunction.html">ContinuousInverseCumulativeProbabilityFunction</a> function; -<a class="jxr_linenumber" name="L61" href="#L61">61</a> -<a class="jxr_linenumber" name="L62" href="#L62">62</a> <em class="jxr_javadoccomment">/**</em> -<a class="jxr_linenumber" name="L63" href="#L63">63</a> <em class="jxr_javadoccomment"> * @param rng Generator of uniformly distributed random numbers.</em> -<a class="jxr_linenumber" name="L64" href="#L64">64</a> <em class="jxr_javadoccomment"> * @param function Inverse cumulative probability function.</em> -<a class="jxr_linenumber" name="L65" href="#L65">65</a> <em class="jxr_javadoccomment"> */</em> -<a class="jxr_linenumber" name="L66" href="#L66">66</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html">InverseTransformContinuousSampler</a>(<a href="../../../../../../org/apache/commons/rng/UniformRandomProvider.html">UniformRandomProvider</a> rng, -<a class="jxr_linenumber" name="L67" href="#L67">67</a> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousInverseCumulativeProbabilityFunction.html">ContinuousInverseCumulativeProbabilityFunction</a> function) { -<a class="jxr_linenumber" name="L68" href="#L68">68</a> <strong class="jxr_keyword">super</strong>(rng); -<a class="jxr_linenumber" name="L69" href="#L69">69</a> <strong class="jxr_keyword">this</strong>.function = function; -<a class="jxr_linenumber" name="L70" href="#L70">70</a> } -<a class="jxr_linenumber" name="L71" href="#L71">71</a> -<a class="jxr_linenumber" name="L72" href="#L72">72</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> -<a class="jxr_linenumber" name="L73" href="#L73">73</a> @Override -<a class="jxr_linenumber" name="L74" href="#L74">74</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> sample() { -<a class="jxr_linenumber" name="L75" href="#L75">75</a> <strong class="jxr_keyword">return</strong> function.inverseCumulativeProbability(nextDouble()); -<a class="jxr_linenumber" name="L76" href="#L76">76</a> } -<a class="jxr_linenumber" name="L77" href="#L77">77</a> -<a class="jxr_linenumber" name="L78" href="#L78">78</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> -<a class="jxr_linenumber" name="L79" href="#L79">79</a> @Override -<a class="jxr_linenumber" name="L80" href="#L80">80</a> <strong class="jxr_keyword">public</strong> String toString() { -<a class="jxr_linenumber" name="L81" href="#L81">81</a> <strong class="jxr_keyword">return</strong> function.toString() + <span class="jxr_string">" (inverse method) ["</span> + <strong class="jxr_keyword">super</strong>.toString() + <span class="jxr_string">"]"</span>; -<a class="jxr_linenumber" name="L82" href="#L82">82</a> } -<a class="jxr_linenumber" name="L83" href="#L83">83</a> } +<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> * It can be used to sample any distribution that provides access to its</em> +<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * <em>inverse cumulative probabilty function</em>.</em> +<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * <p>Example:</p></em> +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * <pre><code></em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * import org.apache.commons.math3.distribution.RealDistribution;</em> +<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * import org.apache.commons.math3.distribution.ChiSquaredDistribution;</em> +<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.simple.RandomSource;</em> +<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.ContinuousSampler;</em> +<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.InverseTransformContinuousSampler;</em> +<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.ContinuousInverseCumulativeProbabilityFunction;</em> +<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L39" href="#L39">39</a> <em class="jxr_javadoccomment"> * // Distribution to sample.</em> +<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment"> * final RealDistribution dist = new ChiSquaredDistribution(9);</em> +<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment"> * // Create the sampler.</em> +<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment"> * final ContinuousSampler chiSquareSampler =</em> +<a class="jxr_linenumber" name="L43" href="#L43">43</a> <em class="jxr_javadoccomment"> * new InverseTransformContinuousSampler(RandomSource.create(RandomSource.MT),</em> +<a class="jxr_linenumber" name="L44" href="#L44">44</a> <em class="jxr_javadoccomment"> * new ContinuousInverseCumulativeProbabilityFunction() {</em> +<a class="jxr_linenumber" name="L45" href="#L45">45</a> <em class="jxr_javadoccomment"> * public double inverseCumulativeProbability(double p) {</em> +<a class="jxr_linenumber" name="L46" href="#L46">46</a> <em class="jxr_javadoccomment"> * return dist.inverseCumulativeProbability(p);</em> +<a class="jxr_linenumber" name="L47" href="#L47">47</a> <em class="jxr_javadoccomment"> * }</em> +<a class="jxr_linenumber" name="L48" href="#L48">48</a> <em class="jxr_javadoccomment"> * });</em> +<a class="jxr_linenumber" name="L49" href="#L49">49</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L50" href="#L50">50</a> <em class="jxr_javadoccomment"> * // Generate random deviate.</em> +<a class="jxr_linenumber" name="L51" href="#L51">51</a> <em class="jxr_javadoccomment"> * double random = chiSquareSampler.sample();</em> +<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment"> * </code></pre></em> +<a class="jxr_linenumber" name="L53" href="#L53">53</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L54" href="#L54">54</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html">InverseTransformContinuousSampler</a> +<a class="jxr_linenumber" name="L55" href="#L55">55</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/SamplerBase.html">SamplerBase</a> +<a class="jxr_linenumber" name="L56" href="#L56">56</a> <strong class="jxr_keyword">implements</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousSampler.html">ContinuousSampler</a> { +<a class="jxr_linenumber" name="L57" href="#L57">57</a> <em class="jxr_javadoccomment">/** Inverse cumulative probability function. */</em> +<a class="jxr_linenumber" name="L58" href="#L58">58</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousInverseCumulativeProbabilityFunction.html">ContinuousInverseCumulativeProbabilityFunction</a> function; +<a class="jxr_linenumber" name="L59" href="#L59">59</a> +<a class="jxr_linenumber" name="L60" href="#L60">60</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L61" href="#L61">61</a> <em class="jxr_javadoccomment"> * @param rng Generator of uniformly distributed random numbers.</em> +<a class="jxr_linenumber" name="L62" href="#L62">62</a> <em class="jxr_javadoccomment"> * @param function Inverse cumulative probability function.</em> +<a class="jxr_linenumber" name="L63" href="#L63">63</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L64" href="#L64">64</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html">InverseTransformContinuousSampler</a>(<a href="../../../../../../org/apache/commons/rng/UniformRandomProvider.html">UniformRandomProvider</a> rng, +<a class="jxr_linenumber" name="L65" href="#L65">65</a> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousInverseCumulativeProbabilityFunction.html">ContinuousInverseCumulativeProbabilityFunction</a> function) { +<a class="jxr_linenumber" name="L66" href="#L66">66</a> <strong class="jxr_keyword">super</strong>(rng); +<a class="jxr_linenumber" name="L67" href="#L67">67</a> <strong class="jxr_keyword">this</strong>.function = function; +<a class="jxr_linenumber" name="L68" href="#L68">68</a> } +<a class="jxr_linenumber" name="L69" href="#L69">69</a> +<a class="jxr_linenumber" name="L70" href="#L70">70</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L71" href="#L71">71</a> @Override +<a class="jxr_linenumber" name="L72" href="#L72">72</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">double</strong> sample() { +<a class="jxr_linenumber" name="L73" href="#L73">73</a> <strong class="jxr_keyword">return</strong> function.inverseCumulativeProbability(nextDouble()); +<a class="jxr_linenumber" name="L74" href="#L74">74</a> } +<a class="jxr_linenumber" name="L75" href="#L75">75</a> +<a class="jxr_linenumber" name="L76" href="#L76">76</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L77" href="#L77">77</a> @Override +<a class="jxr_linenumber" name="L78" href="#L78">78</a> <strong class="jxr_keyword">public</strong> String toString() { +<a class="jxr_linenumber" name="L79" href="#L79">79</a> <strong class="jxr_keyword">return</strong> function.toString() + <span class="jxr_string">" (inverse method) ["</span> + <strong class="jxr_keyword">super</strong>.toString() + <span class="jxr_string">"]"</span>; +<a class="jxr_linenumber" name="L80" href="#L80">80</a> } +<a class="jxr_linenumber" name="L81" href="#L81">81</a> } </pre> <hr/> <div id="footer">Copyright © 2016 <a href="https://www.apache.org/">The Apache Software Foundation</a>. All rights reserved.</div> Modified: websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html ============================================================================== --- websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html (original) +++ websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html Mon Dec 12 16:27:09 2016 @@ -31,64 +31,62 @@ <a class="jxr_linenumber" name="L23" href="#L23">23</a> <em class="jxr_javadoccomment"> * <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling"></em> <a class="jxr_linenumber" name="L24" href="#L24">24</a> <em class="jxr_javadoccomment"> * inversion method</a>.</em> <a class="jxr_linenumber" name="L25" href="#L25">25</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> * <p></em> -<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * It can be used to sample any distribution that provides access to its</em> -<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> * <em>inverse cumulative probabilty function</em>.</em> -<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * </p></em> -<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * <p>Example:</p></em> -<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * <pre><source></em> -<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> * import org.apache.commons.math3.distribution.IntegerDistribution;</em> -<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * import org.apache.commons.math3.distribution.BinomialDistribution;</em> -<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.simple.RandomSource;</em> -<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.DiscreteSampler;</em> -<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler;</em> -<a class="jxr_linenumber" name="L39" href="#L39">39</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.DiscreteInverseCumulativeProbabilityFunction;</em> -<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment"> * // Distribution to sample.</em> -<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment"> * final IntegerDistribution dist = new BinomialDistribution(11, 0.56);</em> -<a class="jxr_linenumber" name="L43" href="#L43">43</a> <em class="jxr_javadoccomment"> * // Create the sampler.</em> -<a class="jxr_linenumber" name="L44" href="#L44">44</a> <em class="jxr_javadoccomment"> * final DiscreteSampler binomialSampler =</em> -<a class="jxr_linenumber" name="L45" href="#L45">45</a> <em class="jxr_javadoccomment"> * new InverseTransformDiscreteSampler(RandomSource.create(RandomSource.MT),</em> -<a class="jxr_linenumber" name="L46" href="#L46">46</a> <em class="jxr_javadoccomment"> * new DiscreteInverseCumulativeProbabilityFunction() {</em> -<a class="jxr_linenumber" name="L47" href="#L47">47</a> <em class="jxr_javadoccomment"> * public int inverseCumulativeProbability(double p) {</em> -<a class="jxr_linenumber" name="L48" href="#L48">48</a> <em class="jxr_javadoccomment"> * return dist.inverseCumulativeProbability(p);</em> -<a class="jxr_linenumber" name="L49" href="#L49">49</a> <em class="jxr_javadoccomment"> * }</em> -<a class="jxr_linenumber" name="L50" href="#L50">50</a> <em class="jxr_javadoccomment"> * });</em> -<a class="jxr_linenumber" name="L51" href="#L51">51</a> <em class="jxr_javadoccomment"> *</em> -<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment"> * // Generate random deviate.</em> -<a class="jxr_linenumber" name="L53" href="#L53">53</a> <em class="jxr_javadoccomment"> * int random = binomialSampler.sample();</em> -<a class="jxr_linenumber" name="L54" href="#L54">54</a> <em class="jxr_javadoccomment"> * </source></pre></em> -<a class="jxr_linenumber" name="L55" href="#L55">55</a> <em class="jxr_javadoccomment"> */</em> -<a class="jxr_linenumber" name="L56" href="#L56">56</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html">InverseTransformDiscreteSampler</a> -<a class="jxr_linenumber" name="L57" href="#L57">57</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/SamplerBase.html">SamplerBase</a> -<a class="jxr_linenumber" name="L58" href="#L58">58</a> <strong class="jxr_keyword">implements</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteSampler.html">DiscreteSampler</a> { -<a class="jxr_linenumber" name="L59" href="#L59">59</a> <em class="jxr_javadoccomment">/** Inverse cumulative probability function. */</em> -<a class="jxr_linenumber" name="L60" href="#L60">60</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteInverseCumulativeProbabilityFunction.html">DiscreteInverseCumulativeProbabilityFunction</a> function; -<a class="jxr_linenumber" name="L61" href="#L61">61</a> -<a class="jxr_linenumber" name="L62" href="#L62">62</a> <em class="jxr_javadoccomment">/**</em> -<a class="jxr_linenumber" name="L63" href="#L63">63</a> <em class="jxr_javadoccomment"> * @param rng Generator of uniformly distributed random numbers.</em> -<a class="jxr_linenumber" name="L64" href="#L64">64</a> <em class="jxr_javadoccomment"> * @param function Inverse cumulative probability function.</em> -<a class="jxr_linenumber" name="L65" href="#L65">65</a> <em class="jxr_javadoccomment"> */</em> -<a class="jxr_linenumber" name="L66" href="#L66">66</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html">InverseTransformDiscreteSampler</a>(<a href="../../../../../../org/apache/commons/rng/UniformRandomProvider.html">UniformRandomProvider</a> rng, -<a class="jxr_linenumber" name="L67" href="#L67">67</a> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteInverseCumulativeProbabilityFunction.html">DiscreteInverseCumulativeProbabilityFunction</a> function) { -<a class="jxr_linenumber" name="L68" href="#L68">68</a> <strong class="jxr_keyword">super</strong>(rng); -<a class="jxr_linenumber" name="L69" href="#L69">69</a> <strong class="jxr_keyword">this</strong>.function = function; -<a class="jxr_linenumber" name="L70" href="#L70">70</a> } -<a class="jxr_linenumber" name="L71" href="#L71">71</a> -<a class="jxr_linenumber" name="L72" href="#L72">72</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> -<a class="jxr_linenumber" name="L73" href="#L73">73</a> @Override -<a class="jxr_linenumber" name="L74" href="#L74">74</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> sample() { -<a class="jxr_linenumber" name="L75" href="#L75">75</a> <strong class="jxr_keyword">return</strong> function.inverseCumulativeProbability(nextDouble()); -<a class="jxr_linenumber" name="L76" href="#L76">76</a> } -<a class="jxr_linenumber" name="L77" href="#L77">77</a> -<a class="jxr_linenumber" name="L78" href="#L78">78</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> -<a class="jxr_linenumber" name="L79" href="#L79">79</a> @Override -<a class="jxr_linenumber" name="L80" href="#L80">80</a> <strong class="jxr_keyword">public</strong> String toString() { -<a class="jxr_linenumber" name="L81" href="#L81">81</a> <strong class="jxr_keyword">return</strong> function.toString() + <span class="jxr_string">" (inverse method) ["</span> + <strong class="jxr_keyword">super</strong>.toString() + <span class="jxr_string">"]"</span>; -<a class="jxr_linenumber" name="L82" href="#L82">82</a> } -<a class="jxr_linenumber" name="L83" href="#L83">83</a> } +<a class="jxr_linenumber" name="L26" href="#L26">26</a> <em class="jxr_javadoccomment"> * It can be used to sample any distribution that provides access to its</em> +<a class="jxr_linenumber" name="L27" href="#L27">27</a> <em class="jxr_javadoccomment"> * <em>inverse cumulative probabilty function</em>.</em> +<a class="jxr_linenumber" name="L28" href="#L28">28</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L29" href="#L29">29</a> <em class="jxr_javadoccomment"> * <p>Example:</p></em> +<a class="jxr_linenumber" name="L30" href="#L30">30</a> <em class="jxr_javadoccomment"> * <pre><code></em> +<a class="jxr_linenumber" name="L31" href="#L31">31</a> <em class="jxr_javadoccomment"> * import org.apache.commons.math3.distribution.IntegerDistribution;</em> +<a class="jxr_linenumber" name="L32" href="#L32">32</a> <em class="jxr_javadoccomment"> * import org.apache.commons.math3.distribution.BinomialDistribution;</em> +<a class="jxr_linenumber" name="L33" href="#L33">33</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L34" href="#L34">34</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.simple.RandomSource;</em> +<a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.DiscreteSampler;</em> +<a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler;</em> +<a class="jxr_linenumber" name="L37" href="#L37">37</a> <em class="jxr_javadoccomment"> * import org.apache.commons.rng.sampling.distribution.DiscreteInverseCumulativeProbabilityFunction;</em> +<a class="jxr_linenumber" name="L38" href="#L38">38</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L39" href="#L39">39</a> <em class="jxr_javadoccomment"> * // Distribution to sample.</em> +<a class="jxr_linenumber" name="L40" href="#L40">40</a> <em class="jxr_javadoccomment"> * final IntegerDistribution dist = new BinomialDistribution(11, 0.56);</em> +<a class="jxr_linenumber" name="L41" href="#L41">41</a> <em class="jxr_javadoccomment"> * // Create the sampler.</em> +<a class="jxr_linenumber" name="L42" href="#L42">42</a> <em class="jxr_javadoccomment"> * final DiscreteSampler binomialSampler =</em> +<a class="jxr_linenumber" name="L43" href="#L43">43</a> <em class="jxr_javadoccomment"> * new InverseTransformDiscreteSampler(RandomSource.create(RandomSource.MT),</em> +<a class="jxr_linenumber" name="L44" href="#L44">44</a> <em class="jxr_javadoccomment"> * new DiscreteInverseCumulativeProbabilityFunction() {</em> +<a class="jxr_linenumber" name="L45" href="#L45">45</a> <em class="jxr_javadoccomment"> * public int inverseCumulativeProbability(double p) {</em> +<a class="jxr_linenumber" name="L46" href="#L46">46</a> <em class="jxr_javadoccomment"> * return dist.inverseCumulativeProbability(p);</em> +<a class="jxr_linenumber" name="L47" href="#L47">47</a> <em class="jxr_javadoccomment"> * }</em> +<a class="jxr_linenumber" name="L48" href="#L48">48</a> <em class="jxr_javadoccomment"> * });</em> +<a class="jxr_linenumber" name="L49" href="#L49">49</a> <em class="jxr_javadoccomment"> *</em> +<a class="jxr_linenumber" name="L50" href="#L50">50</a> <em class="jxr_javadoccomment"> * // Generate random deviate.</em> +<a class="jxr_linenumber" name="L51" href="#L51">51</a> <em class="jxr_javadoccomment"> * int random = binomialSampler.sample();</em> +<a class="jxr_linenumber" name="L52" href="#L52">52</a> <em class="jxr_javadoccomment"> * </code></pre></em> +<a class="jxr_linenumber" name="L53" href="#L53">53</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L54" href="#L54">54</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">class</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html">InverseTransformDiscreteSampler</a> +<a class="jxr_linenumber" name="L55" href="#L55">55</a> <strong class="jxr_keyword">extends</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/SamplerBase.html">SamplerBase</a> +<a class="jxr_linenumber" name="L56" href="#L56">56</a> <strong class="jxr_keyword">implements</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteSampler.html">DiscreteSampler</a> { +<a class="jxr_linenumber" name="L57" href="#L57">57</a> <em class="jxr_javadoccomment">/** Inverse cumulative probability function. */</em> +<a class="jxr_linenumber" name="L58" href="#L58">58</a> <strong class="jxr_keyword">private</strong> <strong class="jxr_keyword">final</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteInverseCumulativeProbabilityFunction.html">DiscreteInverseCumulativeProbabilityFunction</a> function; +<a class="jxr_linenumber" name="L59" href="#L59">59</a> +<a class="jxr_linenumber" name="L60" href="#L60">60</a> <em class="jxr_javadoccomment">/**</em> +<a class="jxr_linenumber" name="L61" href="#L61">61</a> <em class="jxr_javadoccomment"> * @param rng Generator of uniformly distributed random numbers.</em> +<a class="jxr_linenumber" name="L62" href="#L62">62</a> <em class="jxr_javadoccomment"> * @param function Inverse cumulative probability function.</em> +<a class="jxr_linenumber" name="L63" href="#L63">63</a> <em class="jxr_javadoccomment"> */</em> +<a class="jxr_linenumber" name="L64" href="#L64">64</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html">InverseTransformDiscreteSampler</a>(<a href="../../../../../../org/apache/commons/rng/UniformRandomProvider.html">UniformRandomProvider</a> rng, +<a class="jxr_linenumber" name="L65" href="#L65">65</a> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteInverseCumulativeProbabilityFunction.html">DiscreteInverseCumulativeProbabilityFunction</a> function) { +<a class="jxr_linenumber" name="L66" href="#L66">66</a> <strong class="jxr_keyword">super</strong>(rng); +<a class="jxr_linenumber" name="L67" href="#L67">67</a> <strong class="jxr_keyword">this</strong>.function = function; +<a class="jxr_linenumber" name="L68" href="#L68">68</a> } +<a class="jxr_linenumber" name="L69" href="#L69">69</a> +<a class="jxr_linenumber" name="L70" href="#L70">70</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L71" href="#L71">71</a> @Override +<a class="jxr_linenumber" name="L72" href="#L72">72</a> <strong class="jxr_keyword">public</strong> <strong class="jxr_keyword">int</strong> sample() { +<a class="jxr_linenumber" name="L73" href="#L73">73</a> <strong class="jxr_keyword">return</strong> function.inverseCumulativeProbability(nextDouble()); +<a class="jxr_linenumber" name="L74" href="#L74">74</a> } +<a class="jxr_linenumber" name="L75" href="#L75">75</a> +<a class="jxr_linenumber" name="L76" href="#L76">76</a> <em class="jxr_javadoccomment">/** {@inheritDoc} */</em> +<a class="jxr_linenumber" name="L77" href="#L77">77</a> @Override +<a class="jxr_linenumber" name="L78" href="#L78">78</a> <strong class="jxr_keyword">public</strong> String toString() { +<a class="jxr_linenumber" name="L79" href="#L79">79</a> <strong class="jxr_keyword">return</strong> function.toString() + <span class="jxr_string">" (inverse method) ["</span> + <strong class="jxr_keyword">super</strong>.toString() + <span class="jxr_string">"]"</span>; +<a class="jxr_linenumber" name="L80" href="#L80">80</a> } +<a class="jxr_linenumber" name="L81" href="#L81">81</a> } </pre> <hr/> <div id="footer">Copyright © 2016 <a href="https://www.apache.org/">The Apache Software Foundation</a>. All rights reserved.</div> Modified: websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.html ============================================================================== --- websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.html (original) +++ websites/production/commons/content/proper/commons-rng/xref/org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.html Mon Dec 12 16:27:09 2016 @@ -43,8 +43,8 @@ <a class="jxr_linenumber" name="L35" href="#L35">35</a> <em class="jxr_javadoccomment"> * @param shape Shape of the distribution.</em> <a class="jxr_linenumber" name="L36" href="#L36">36</a> <em class="jxr_javadoccomment"> */</em> <a class="jxr_linenumber" name="L37" href="#L37">37</a> <strong class="jxr_keyword">public</strong> <a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.html">InverseTransformParetoSampler</a>(<a href="../../../../../../org/apache/commons/rng/UniformRandomProvider.html">UniformRandomProvider</a> rng, -<a class="jxr_linenumber" name="L38" href="#L38">38</a> <strong class="jxr_keyword">double</strong> scale, -<a class="jxr_linenumber" name="L39" href="#L39">39</a> <strong class="jxr_keyword">double</strong> shape) { +<a class="jxr_linenumber" name="L38" href="#L38">38</a> <strong class="jxr_keyword">double</strong> scale, +<a class="jxr_linenumber" name="L39" href="#L39">39</a> <strong class="jxr_keyword">double</strong> shape) { <a class="jxr_linenumber" name="L40" href="#L40">40</a> <strong class="jxr_keyword">super</strong>(rng); <a class="jxr_linenumber" name="L41" href="#L41">41</a> <strong class="jxr_keyword">this</strong>.scale = scale; <a class="jxr_linenumber" name="L42" href="#L42">42</a> <strong class="jxr_keyword">this</strong>.shape = shape;