Class AhrensDieterMarsagliaTsangGammaSampler
- java.lang.Object
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- org.apache.commons.rng.sampling.distribution.SamplerBase
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- org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler
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- All Implemented Interfaces:
ContinuousSampler
public class AhrensDieterMarsagliaTsangGammaSampler extends SamplerBase implements ContinuousSampler
Sampling from the Gamma distribution.-
For
0 < theta < 1:Ahrens, J. H. and Dieter, U., Computer methods for sampling from gamma, beta, Poisson and binomial distributions, Computing, 12, 223-246, 1974.
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For
theta >= 1:Marsaglia and Tsang, A Simple Method for Generating Gamma Variables. ACM Transactions on Mathematical Software, Volume 26 Issue 3, September, 2000.
Sampling uses:
UniformRandomProvider.nextDouble()(both algorithms)UniformRandomProvider.nextLong()(only fortheta >= 1)
- Since:
- 1.0
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Constructor Summary
Constructors Constructor Description AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)
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Method Summary
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Methods inherited from class org.apache.commons.rng.sampling.distribution.SamplerBase
nextDouble, nextInt, nextInt, nextLong
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Constructor Detail
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AhrensDieterMarsagliaTsangGammaSampler
public AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)
- Parameters:
rng- Generator of uniformly distributed random numbers.alpha- Alpha shape parameter of the distribution.theta- Theta scale parameter of the distribution.- Throws:
java.lang.IllegalArgumentException- ifalpha <= 0ortheta <= 0
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Method Detail
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sample
public double sample()
Creates a sample.- Specified by:
samplein interfaceContinuousSampler- Returns:
- a sample.
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toString
public java.lang.String toString()
- Overrides:
toStringin classSamplerBase
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