| /* |
| * 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 log-normal distribution. |
| * |
| * @since 1.1 |
| */ |
| public class LogNormalSampler implements SharedStateContinuousSampler { |
| /** Scale. */ |
| private final double scale; |
| /** Shape. */ |
| private final double shape; |
| /** Gaussian sampling. */ |
| private final NormalizedGaussianSampler gaussian; |
| |
| /** |
| * @param gaussian N(0,1) generator. |
| * @param scale Scale of the log-normal distribution. |
| * @param shape Shape of the log-normal distribution. |
| * @throws IllegalArgumentException if {@code scale < 0} or {@code shape <= 0}. |
| */ |
| public LogNormalSampler(NormalizedGaussianSampler gaussian, |
| double scale, |
| double shape) { |
| if (scale < 0) { |
| throw new IllegalArgumentException("scale is not positive: " + scale); |
| } |
| if (shape <= 0) { |
| throw new IllegalArgumentException("shape is not strictly positive: " + shape); |
| } |
| this.scale = scale; |
| this.shape = shape; |
| this.gaussian = gaussian; |
| } |
| |
| /** |
| * @param rng Generator of uniformly distributed random numbers. |
| * @param source Source to copy. |
| */ |
| private LogNormalSampler(UniformRandomProvider rng, |
| LogNormalSampler source) { |
| this.scale = source.scale; |
| this.shape = source.shape; |
| this.gaussian = InternalUtils.newNormalizedGaussianSampler(source.gaussian, rng); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double sample() { |
| return Math.exp(scale + shape * gaussian.sample()); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public String toString() { |
| return "Log-normal deviate [" + gaussian.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 LogNormalSampler(rng, this); |
| } |
| |
| /** |
| * Create a new log-normal distribution 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 gaussian N(0,1) generator. |
| * @param scale Scale of the log-normal distribution. |
| * @param shape Shape of the log-normal distribution. |
| * @return the sampler |
| * @throws IllegalArgumentException if {@code scale < 0} or {@code shape <= 0}. |
| * @see #withUniformRandomProvider(UniformRandomProvider) |
| * @since 1.3 |
| */ |
| public static SharedStateContinuousSampler of(NormalizedGaussianSampler gaussian, |
| double scale, |
| double shape) { |
| return new LogNormalSampler(gaussian, scale, shape); |
| } |
| } |