| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.rng.sampling.distribution; |
| |
| import org.apache.commons.rng.UniformRandomProvider; |
| |
| /** |
| * Sampler for the <a href="http://mathworld.wolfram.com/PoissonDistribution.html">Poisson distribution</a>. |
| * |
| * <ul> |
| * <li> |
| * For small means, a Poisson process is simulated using uniform deviates, as described in |
| * <blockquote> |
| * Knuth (1969). <i>Seminumerical Algorithms</i>. The Art of Computer Programming, |
| * Volume 2. Chapter 3.4.1.F.3 Important integer-valued distributions: The Poisson distribution. |
| * Addison Wesley. |
| * </blockquote> |
| * The Poisson process (and hence, the returned value) is bounded by {@code 1000 * mean}. |
| * </li> |
| * <li> |
| * For large means, we use the rejection algorithm described in |
| * <blockquote> |
| * Devroye, Luc. (1981). <i>The Computer Generation of Poisson Random Variables</i><br> |
| * <strong>Computing</strong> vol. 26 pp. 197-207. |
| * </blockquote> |
| * </li> |
| * </ul> |
| * |
| * <p>Sampling uses:</p> |
| * |
| * <ul> |
| * <li>{@link UniformRandomProvider#nextDouble()} |
| * <li>{@link UniformRandomProvider#nextLong()} (large means only) |
| * </ul> |
| * |
| * @since 1.0 |
| */ |
| public class PoissonSampler |
| extends SamplerBase |
| implements SharedStateDiscreteSampler { |
| |
| /** |
| * Value for switching sampling algorithm. |
| * |
| * <p>Package scope for the {@link PoissonSamplerCache}. |
| */ |
| static final double PIVOT = 40; |
| /** The internal Poisson sampler. */ |
| private final SharedStateDiscreteSampler poissonSamplerDelegate; |
| |
| /** |
| * This instance delegates sampling. Use the factory method |
| * {@link #of(UniformRandomProvider, double)} to create an optimal sampler. |
| * |
| * @param rng Generator of uniformly distributed random numbers. |
| * @param mean Mean. |
| * @throws IllegalArgumentException if {@code mean <= 0} or |
| * {@code mean >} {@link Integer#MAX_VALUE}. |
| */ |
| public PoissonSampler(UniformRandomProvider rng, |
| double mean) { |
| super(null); |
| |
| // Delegate all work to specialised samplers. |
| poissonSamplerDelegate = of(rng, mean); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public int sample() { |
| return poissonSamplerDelegate.sample(); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public String toString() { |
| return poissonSamplerDelegate.toString(); |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * @since 1.3 |
| */ |
| @Override |
| public SharedStateDiscreteSampler withUniformRandomProvider(UniformRandomProvider rng) { |
| // Direct return of the optimised sampler |
| return poissonSamplerDelegate.withUniformRandomProvider(rng); |
| } |
| |
| /** |
| * Creates a new Poisson distribution sampler. |
| * |
| * @param rng Generator of uniformly distributed random numbers. |
| * @param mean Mean. |
| * @return the sampler |
| * @throws IllegalArgumentException if {@code mean <= 0} or {@code mean >} |
| * {@link Integer#MAX_VALUE}. |
| * @since 1.3 |
| */ |
| public static SharedStateDiscreteSampler of(UniformRandomProvider rng, |
| double mean) { |
| // Each sampler should check the input arguments. |
| return mean < PIVOT ? |
| SmallMeanPoissonSampler.of(rng, mean) : |
| LargeMeanPoissonSampler.of(rng, mean); |
| } |
| } |