org.apache.commons.rng.sampling.distribution

Class InverseTransformDiscreteSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.SamplerBase

org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler

All Implemented Interfaces:

DiscreteSampler

public class InverseTransformDiscreteSampler
extends SamplerBase
implements DiscreteSampler

Distribution sampler that uses the inversion method. It can be used to sample any distribution that provides access to its inverse cumulative probabilty function.

Example:

 import org.apache.commons.math3.distribution.IntegerDistribution;
 import org.apache.commons.math3.distribution.BinomialDistribution;

 import org.apache.commons.rng.simple.RandomSource;
 import org.apache.commons.rng.sampling.distribution.DiscreteSampler;
 import org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler;
 import org.apache.commons.rng.sampling.distribution.DiscreteInverseCumulativeProbabilityFunction;

 // Distribution to sample.
 final IntegerDistribution dist = new BinomialDistribution(11, 0.56);
 // Create the sampler.
 final DiscreteSampler binomialSampler =
     new InverseTransformDiscreteSampler(RandomSource.create(RandomSource.MT),
                                         new DiscreteInverseCumulativeProbabilityFunction() {
                                             public int inverseCumulativeProbability(double p) {
                                                 return dist.inverseCumulativeProbability(p);
                                             }
                                         });

 // Generate random deviate.
 int random = binomialSampler.sample();
 

Constructor Summary

Constructors

Constructor and Description
InverseTransformDiscreteSampler(UniformRandomProvider rng, DiscreteInverseCumulativeProbabilityFunction function)

Method Summary

Modifier and Type	Method and Description
int	sample() Creates a sample.
String	toString()

Methods inherited from class org.apache.commons.rng.sampling.distribution.SamplerBase

nextDouble, nextInt, nextInt

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

InverseTransformDiscreteSampler

public InverseTransformDiscreteSampler(UniformRandomProvider rng,
                                       DiscreteInverseCumulativeProbabilityFunction function)

Parameters:

rng - Generator of uniformly distributed random numbers.

function - Inverse cumulative probability function.

Method Detail

sample

public int sample()

Creates a sample.

Specified by:

sample in interface DiscreteSampler

Returns:

a sample.

toString

public String toString()

Overrides:

toString in class SamplerBase