| /* |
| * 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; |
| |
| /** |
| * Sampling from a Gaussian distribution with given mean and |
| * standard deviation. |
| * |
| * @since 1.1 |
| */ |
| public class GaussianSampler implements SharedStateContinuousSampler { |
| /** Mean. */ |
| private final double mean; |
| /** standardDeviation. */ |
| private final double standardDeviation; |
| /** Normalized Gaussian sampler. */ |
| private final NormalizedGaussianSampler normalized; |
| |
| /** |
| * @param normalized Generator of N(0,1) Gaussian distributed random numbers. |
| * @param mean Mean of the Gaussian distribution. |
| * @param standardDeviation Standard deviation of the Gaussian distribution. |
| * @throws IllegalArgumentException if {@code standardDeviation <= 0} |
| */ |
| public GaussianSampler(NormalizedGaussianSampler normalized, |
| double mean, |
| double standardDeviation) { |
| if (standardDeviation <= 0) { |
| throw new IllegalArgumentException( |
| "standard deviation is not strictly positive: " + standardDeviation); |
| } |
| this.normalized = normalized; |
| this.mean = mean; |
| this.standardDeviation = standardDeviation; |
| } |
| |
| /** |
| * @param rng Generator of uniformly distributed random numbers. |
| * @param source Source to copy. |
| */ |
| private GaussianSampler(UniformRandomProvider rng, |
| GaussianSampler source) { |
| this.mean = source.mean; |
| this.standardDeviation = source.standardDeviation; |
| this.normalized = InternalUtils.newNormalizedGaussianSampler(source.normalized, rng); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double sample() { |
| return standardDeviation * normalized.sample() + mean; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public String toString() { |
| return "Gaussian deviate [" + normalized.toString() + "]"; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>Note: This function is available if the underlying {@link NormalizedGaussianSampler} |
| * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}. |
| * Otherwise a run-time exception is thrown.</p> |
| * |
| * @throws UnsupportedOperationException if the underlying sampler is not a |
| * {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler} or |
| * does not return a {@link NormalizedGaussianSampler} when sharing state. |
| * |
| * @since 1.3 |
| */ |
| @Override |
| public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) { |
| return new GaussianSampler(rng, this); |
| } |
| |
| /** |
| * Create a new normalised Gaussian sampler. |
| * |
| * <p>Note: The shared-state functionality is available if the {@link NormalizedGaussianSampler} |
| * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}. |
| * Otherwise a run-time exception will be thrown when the sampler is used to share state.</p> |
| * |
| * @param normalized Generator of N(0,1) Gaussian distributed random numbers. |
| * @param mean Mean of the Gaussian distribution. |
| * @param standardDeviation Standard deviation of the Gaussian distribution. |
| * @return the sampler |
| * @throws IllegalArgumentException if {@code standardDeviation <= 0} |
| * @see #withUniformRandomProvider(UniformRandomProvider) |
| * @since 1.3 |
| */ |
| public static SharedStateContinuousSampler of(NormalizedGaussianSampler normalized, |
| double mean, |
| double standardDeviation) { |
| return new GaussianSampler(normalized, mean, standardDeviation); |
| } |
| } |