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your browser.</div> +</noscript> +</div> +<a name="skip.navbar.top"> +<!-- --> +</a></div> +<!-- ========= END OF TOP NAVBAR ========= --> +</div> +<div class="navPadding"> </div> +<script type="text/javascript"><!-- +$('.navPadding').css('padding-top', $('.fixedNav').css("height")); +//--> +</script> +<div class="header"> +<h1 title="Package" class="title">Package org.apache.commons.rng.sampling.distribution</h1> +</div> +<div class="contentContainer"> +<div class="block"><h3>Distribution samplers</h3> + + <p> + This package contains classes for sampling from statistical distributions. + </p> + + <p>As of version 1.0, the code for specific distributions was adapted from + the corresponding classes in the development version of "Commons Math" (in + package <code>org.apache.commons.math4.distribution</code>). + </p> + <p> + When no specific algorithm is provided, one can still sample from any + distribution, using the <em>inverse method</em>, as illustrated in: + <ul> + <li><a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html" title="class in org.apache.commons.rng.sampling.distribution"><code>InverseTransformDiscreteSampler</code></a></li> + <li><a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html" title="class in org.apache.commons.rng.sampling.distribution"><code>InverseTransformContinuousSampler</code></a></li> + </ul> + + Algorithms are described in e.g. Luc Devroye (1986), <a href="http://luc.devroye.org/chapter_nine.pdf";>chapter 9</a> + and <a href="http://luc.devroye.org/chapter_ten.pdf";>chapter 10</a>. + + This <a href="http://www.doc.ic.ac.uk/~wl/papers/07/csur07dt.pdf";>paper</a> discusses Gaussian generators.</div> +<ul class="blockList"> +<li class="blockList"> +<table class="typeSummary" summary="Interface Summary table, listing interfaces, and an explanation"> +<caption><span>Interface Summary</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colFirst" scope="col">Interface</th> +<th class="colLast" scope="col">Description</th> +</tr> +<tbody> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousInverseCumulativeProbabilityFunction.html" title="interface in org.apache.commons.rng.sampling.distribution">ContinuousInverseCumulativeProbabilityFunction</a></th> +<td class="colLast"> +<div class="block">Interface for a continuous distribution that can be sampled using + the <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling";> + inversion method</a>.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousSampler.html" title="interface in org.apache.commons.rng.sampling.distribution">ContinuousSampler</a></th> +<td class="colLast"> +<div class="block">Sampler that generates values of type <code>double</code>.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteInverseCumulativeProbabilityFunction.html" title="interface in org.apache.commons.rng.sampling.distribution">DiscreteInverseCumulativeProbabilityFunction</a></th> +<td class="colLast"> +<div class="block">Interface for a discrete distribution that can be sampled using + the <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling";> + inversion method</a>.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteSampler.html" title="interface in org.apache.commons.rng.sampling.distribution">DiscreteSampler</a></th> +<td class="colLast"> +<div class="block">Sampler that generates values of type <code>int</code>.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/NormalizedGaussianSampler.html" title="interface in org.apache.commons.rng.sampling.distribution">NormalizedGaussianSampler</a></th> +<td class="colLast"> +<div class="block">Marker interface for a sampler that generates values from an N(0,1) + <a href="https://en.wikipedia.org/wiki/Normal_distribution";> + Gaussian distribution</a>.</div> +</td> +</tr> +</tbody> +</table> +</li> +<li class="blockList"> +<table class="typeSummary" summary="Class Summary table, listing classes, and an explanation"> +<caption><span>Class Summary</span><span class="tabEnd"> </span></caption> +<tr> +<th class="colFirst" scope="col">Class</th> +<th class="colLast" scope="col">Description</th> +</tr> +<tbody> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/AhrensDieterExponentialSampler.html" title="class in org.apache.commons.rng.sampling.distribution">AhrensDieterExponentialSampler</a></th> +<td class="colLast"> +<div class="block">Sampling from an <a href="http://mathworld.wolfram.com/ExponentialDistribution.html";>exponential distribution</a>.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/AhrensDieterMarsagliaTsangGammaSampler.html" title="class in org.apache.commons.rng.sampling.distribution">AhrensDieterMarsagliaTsangGammaSampler</a></th> +<td class="colLast"> +<div class="block">Sampling from the <a href="http://mathworld.wolfram.com/GammaDistribution.html";>Gamma distribution</a>.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/BoxMullerGaussianSampler.html" title="class in org.apache.commons.rng.sampling.distribution">BoxMullerGaussianSampler</a></th> +<td class="colLast">Deprecated. +<div class="block"><span class="deprecationComment">Since v1.1.</span></div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/BoxMullerLogNormalSampler.html" title="class in org.apache.commons.rng.sampling.distribution">BoxMullerLogNormalSampler</a></th> +<td class="colLast">Deprecated. +<div class="block"><span class="deprecationComment">since 1.1.</span></div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/BoxMullerNormalizedGaussianSampler.html" title="class in org.apache.commons.rng.sampling.distribution">BoxMullerNormalizedGaussianSampler</a></th> +<td class="colLast"> +<div class="block"><a href="https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform";> + Box-Muller algorithm</a> for sampling from Gaussian distribution with + mean 0 and standard deviation 1.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/ChengBetaSampler.html" title="class in org.apache.commons.rng.sampling.distribution">ChengBetaSampler</a></th> +<td class="colLast"> +<div class="block">Utility class implementing Cheng's algorithms for beta distribution sampling.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousUniformSampler.html" title="class in org.apache.commons.rng.sampling.distribution">ContinuousUniformSampler</a></th> +<td class="colLast"> +<div class="block">Sampling from a uniform distribution.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/DiscreteUniformSampler.html" title="class in org.apache.commons.rng.sampling.distribution">DiscreteUniformSampler</a></th> +<td class="colLast"> +<div class="block">Discrete uniform distribution sampler.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/GaussianSampler.html" title="class in org.apache.commons.rng.sampling.distribution">GaussianSampler</a></th> +<td class="colLast"> +<div class="block">Sampling from a Gaussian distribution with given mean and + standard deviation.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.html" title="class in org.apache.commons.rng.sampling.distribution">InverseTransformContinuousSampler</a></th> +<td class="colLast"> +<div class="block">Distribution sampler that uses the + <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling";> + inversion method</a>.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.html" title="class in org.apache.commons.rng.sampling.distribution">InverseTransformDiscreteSampler</a></th> +<td class="colLast"> +<div class="block">Distribution sampler that uses the + <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling";> + inversion method</a>.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.html" title="class in org.apache.commons.rng.sampling.distribution">InverseTransformParetoSampler</a></th> +<td class="colLast"> +<div class="block">Sampling from a <a href="https://en.wikipedia.org/wiki/Pareto_distribution";>Pareto distribution</a>.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/LargeMeanPoissonSampler.html" title="class in org.apache.commons.rng.sampling.distribution">LargeMeanPoissonSampler</a></th> +<td class="colLast"> +<div class="block">Sampler for the <a href="http://mathworld.wolfram.com/PoissonDistribution.html";>Poisson distribution</a>.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/LogNormalSampler.html" title="class in org.apache.commons.rng.sampling.distribution">LogNormalSampler</a></th> +<td class="colLast"> +<div class="block">Sampling from a log-normal distribution.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/MarsagliaNormalizedGaussianSampler.html" title="class in org.apache.commons.rng.sampling.distribution">MarsagliaNormalizedGaussianSampler</a></th> +<td class="colLast"> +<div class="block"><a href="https://en.wikipedia.org/wiki/Marsaglia_polar_method";> + Marsaglia polar method</a> for sampling from a Gaussian distribution + with mean 0 and standard deviation 1.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/PoissonSampler.html" title="class in org.apache.commons.rng.sampling.distribution">PoissonSampler</a></th> +<td class="colLast"> +<div class="block">Sampler for the <a href="http://mathworld.wolfram.com/PoissonDistribution.html";>Poisson distribution</a>.</div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/RejectionInversionZipfSampler.html" title="class in org.apache.commons.rng.sampling.distribution">RejectionInversionZipfSampler</a></th> +<td class="colLast"> +<div class="block">Implementation of the <a href="https://en.wikipedia.org/wiki/Zipf's_law">Zipf distribution</a>.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/SamplerBase.html" title="class in org.apache.commons.rng.sampling.distribution">SamplerBase</a></th> +<td class="colLast">Deprecated. +<div class="block"><span class="deprecationComment">Since version 1.1.</span></div> +</td> +</tr> +<tr class="altColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/SmallMeanPoissonSampler.html" title="class in org.apache.commons.rng.sampling.distribution">SmallMeanPoissonSampler</a></th> +<td class="colLast"> +<div class="block">Sampler for the <a href="http://mathworld.wolfram.com/PoissonDistribution.html";>Poisson distribution</a>.</div> +</td> +</tr> +<tr class="rowColor"> +<th class="colFirst" scope="row"><a href="../../../../../../org/apache/commons/rng/sampling/distribution/ZigguratNormalizedGaussianSampler.html" title="class in org.apache.commons.rng.sampling.distribution">ZigguratNormalizedGaussianSampler</a></th> +<td class="colLast"> +<div class="block"><a href="https://en.wikipedia.org/wiki/Ziggurat_algorithm";> + Marsaglia and Tsang "Ziggurat" method</a> for sampling from a Gaussian + distribution with mean 0 and standard deviation 1.</div> +</td> +</tr> +</tbody> +</table> +</li> +</ul> +</div> +<!-- ======= START OF BOTTOM NAVBAR ====== --> +<div class="bottomNav"><a name="navbar.bottom"> +<!-- --> +</a> +<div class="skipNav"><a href="#skip.navbar.bottom" title="Skip navigation links">Skip navigation links</a></div> +<a name="navbar.bottom.firstrow"> +<!-- --> +</a> +<ul class="navList" title="Navigation"> +<li><a href="../../../../../../overview-summary.html">Overview</a></li> +<li class="navBarCell1Rev">Package</li> +<li>Class</li> +<li><a href="package-use.html">Use</a></li> 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class="typeNameLink">BoxMullerNormalizedGaussianSampler</span></a> (implements org.apache.commons.rng.sampling.distribution.<a href="../../../../../../org/apache/commons/rng/sampling/distribution/NormalizedGaussianSampler.html" title="interface in org.apache.commons.rng.sampling.distribution">NormalizedGaussianSampler</a>)</li> +<li class="circle">org.apache.commons.rng.sampling.distribution.<a href="../../../../../../org/apache/commons/rng/sampling/distribution/GaussianSampler.html" title="class in org.apache.commons.rng.sampling.distribution"><span class="typeNameLink">GaussianSampler</span></a> (implements org.apache.commons.rng.sampling.distribution.<a href="../../../../../../org/apache/commons/rng/sampling/distribution/ContinuousSampler.html" title="interface in org.apache.commons.rng.sampling.distribution">ContinuousSampler</a>)</li> +<li class="circle">org.apache.commons.rng.sampling.distribution.<a 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