Alex Herbert created RNG-149:
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Summary: ZigguratExponentialSampler
Key: RNG-149
URL: https://issues.apache.org/jira/browse/RNG-149
Project: Commons RNG
Issue Type: New Feature
Components: sampling
Affects Versions: 1.4
Reporter: Alex Herbert
The paper describing the ZigguratNormalizedGaussianSampler also provides code
for sampling from an exponential distribution.
{code:java}
public class ZigguratExponentialSampler implements SharedStateContinuousSampler
{
public ZigguratExponentialSampler
withUniformRandomProvider(UniformRandomProvider rng);
public static ZigguratExponentialSampler of(UniformRandomProvider rng);
public static ZigguratExponentialSampler of(UniformRandomProvider rng,
double mean);
}
{code}
I suggest allowing creation of a sampler with mean 1. This special case has
application in other samplers, for example the LargeMeanPoissonSampler.
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