This is an automated email from the ASF dual-hosted git repository.
aherbert pushed a commit to branch master
in repository https://gitbox.apache.org/repos/asf/commons-rng.git
The following commit(s) were added to refs/heads/master by this push:
new 2cfea0b RNG-145: Correct ContinuousUniformSampler support of an open
bound
2cfea0b is described below
commit 2cfea0baac98f65ce2145b91575847a2d106028e
Author: Alex Herbert <aherb...@apache.org>
AuthorDate: Mon Jun 14 18:49:51 2021 +0100
RNG-145: Correct ContinuousUniformSampler support of an open bound
Corrects the test to check the interval is open. Updates the sampler to
exclude samples from the bound.
---
.../distribution/ContinuousUniformSampler.java | 32 +++++++---------------
.../rng/sampling/distribution/InternalUtils.java | 26 ------------------
.../distribution/ContinuousUniformSamplerTest.java | 2 +-
3 files changed, 11 insertions(+), 49 deletions(-)
diff --git
a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ContinuousUniformSampler.java
b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ContinuousUniformSampler.java
index 6a8a9a9..e255062 100644
---
a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ContinuousUniformSampler.java
+++
b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ContinuousUniformSampler.java
@@ -49,8 +49,15 @@ public class ContinuousUniformSampler
}
@Override
- double getU() {
- return InternalUtils.nextDouble01(getRng());
+ public double sample() {
+ final double x = super.sample();
+ // Due to rounding using a variate u in the open interval (0,1)
with the original
+ // algorithm may generate a value at the bound. Thus the bound is
explicitly tested
+ // and the sample repeated if necessary.
+ if (x == getHi() || x == getLo()) {
+ return sample();
+ }
+ return x;
}
@Override
@@ -76,21 +83,11 @@ public class ContinuousUniformSampler
/** {@inheritDoc} */
@Override
public double sample() {
- final double u = getU();
+ final double u = rng.nextDouble();
return u * hi + (1 - u) * lo;
}
/**
- * Gets the uniform deviate {@code u} the interval 0 to 1.
- * The interval may be open or closed depending on the implementation.
- *
- * @return u
- */
- double getU() {
- return rng.nextDouble();
- }
-
- /**
* Gets the lower bound. This is deliberately scoped as package private.
*
* @return the lower bound
@@ -108,15 +105,6 @@ public class ContinuousUniformSampler
return hi;
}
- /**
- * Gets the RNG. This is deliberately scoped as package private.
- *
- * @return the rng
- */
- UniformRandomProvider getRng() {
- return rng;
- }
-
/** {@inheritDoc} */
@Override
public String toString() {
diff --git
a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InternalUtils.java
b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InternalUtils.java
index 02eed2f..af4c049 100644
---
a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InternalUtils.java
+++
b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InternalUtils.java
@@ -38,13 +38,6 @@ final class InternalUtils { // Class is package-private on
purpose; do not make
/** The first array index with a non-zero log factorial. */
private static final int BEGIN_LOG_FACTORIALS = 2;
- /**
- * The multiplier to convert the least significant 53-bits of a {@code
long} to a {@code double}.
- * See {@link #makeDouble(long)} and {@link #makeDouble(int, int)}.
- *
- * <p>This is equivalent to 1.0 / (1L << 53).
- */
- private static final double DOUBLE_MULTIPLIER = 0x1.0p-53d;
/** Utility class. */
private InternalUtils() {}
@@ -126,25 +119,6 @@ final class InternalUtils { // Class is package-private on
purpose; do not make
}
/**
- * Gets a uniform random variable in the open interval {@code (0, 1)}.
- *
- * @param rng Generator of uniformly distributed random numbers.
- * @return u
- */
- static double nextDouble01(UniformRandomProvider rng) {
- // See o.a.c.rng.core.util.NumberFactory.createDouble(long)
- // Require the least significant 53-bits so shift the higher bits
across
- final long x = rng.nextLong() >>> 11;
- if (x == 0) {
- // Recursive call will create a stack overflow if the random
generator
- // is broken (always returns 0-bits). The alternative would be an
infinite loop.
- return nextDouble01(rng);
- }
- // Generate a double in the 2^53-1 dyadic rationals in (0, 1).
- return x * DOUBLE_MULTIPLIER;
- }
-
- /**
* Class for computing the natural logarithm of the factorial of {@code n}.
* It allows to allocate a cache of precomputed values.
* In case of cache miss, computation is performed by a call to
diff --git
a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousUniformSamplerTest.java
b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousUniformSamplerTest.java
index 74f86ea..d937a98 100644
---
a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousUniformSamplerTest.java
+++
b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousUniformSamplerTest.java
@@ -84,7 +84,7 @@ public class ContinuousUniformSamplerTest {
// Test the sampler excludes the end points
for (int i = 0; i < 10; i++) {
final double value = sampler.sample();
- Assert.assertTrue("Value not in range", value >= low && value <=
high);
+ Assert.assertTrue("Value not in range: " + value, value > low &&
value < high);
}
}
