Rename: "InverseMethod" -> "InverseTransform".
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/bfc83350 Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/bfc83350 Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/bfc83350 Branch: refs/heads/master Commit: bfc833508f4183a00e31821daa7b14b1c5f32518 Parents: 438b67b Author: Gilles <er...@apache.org> Authored: Sat Nov 12 18:34:24 2016 +0100 Committer: Gilles <er...@apache.org> Committed: Sat Nov 12 18:34:24 2016 +0100 ---------------------------------------------------------------------- .../InverseMethodContinuousSampler.java | 83 -------------------- .../InverseMethodDiscreteSampler.java | 83 -------------------- .../InverseMethodParetoSampler.java | 55 ------------- .../InverseTransformContinuousSampler.java | 83 ++++++++++++++++++++ .../InverseTransformDiscreteSampler.java | 83 ++++++++++++++++++++ .../InverseTransformParetoSampler.java | 55 +++++++++++++ .../rng/sampling/distribution/package-info.java | 4 +- .../distribution/ContinuousSamplerTestData.java | 2 +- .../distribution/ContinuousSamplersList.java | 16 ++-- .../distribution/DiscreteSamplerTestData.java | 2 +- .../distribution/DiscreteSamplersList.java | 2 +- 11 files changed, 234 insertions(+), 234 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodContinuousSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodContinuousSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodContinuousSampler.java deleted file mode 100644 index da33d5b..0000000 --- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodContinuousSampler.java +++ /dev/null @@ -1,83 +0,0 @@ -/* - * 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; -import org.apache.commons.rng.sampling.AbstractContinuousSampler; - -/** - * Distribution sampler that uses the - * <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling";> - * inversion method</a>. - * - * <p> - * It can be used to sample any distribution that provides access to its - * <em>inverse cumulative probabilty function</em>. - * </p> - * - * <p>Example:</p> - * <pre><source> - * import org.apache.commons.math3.distribution.RealDistribution; - * import org.apache.commons.math3.distribution.ChiSquaredDistribution; - * - * import org.apache.commons.rng.simple.RandomSource; - * import org.apache.commons.rng.sampling.ContinuousSampler; - * import org.apache.commons.rng.sampling.distribution.InverseMethodContinuousSampler; - * import org.apache.commons.rng.sampling.distribution.ContinuousInverseCumulativeProbabilityFunction; - * - * // Distribution to sample. - * final RealDistribution dist = new ChiSquaredDistribution(9); - * // Create the sampler. - * final ContinuousSampler chiSquareSampler = - * new InverseMethodContinuousSampler(RandomSource.create(RandomSource.MT), - * new ContinuousInverseCumulativeProbabilityFunction() { - * @Override - * public double inverseCumulativeProbability(double p) { - * return dist.inverseCumulativeProbability(p); - * } - * }); - * - * // Generate random deviate. - * double random = chiSquareSampler.sample(); - * </source></pre> - */ -public class InverseMethodContinuousSampler extends AbstractContinuousSampler { - /** Inverse cumulative probability function. */ - private final ContinuousInverseCumulativeProbabilityFunction function; - - /** - * @param rng Generator of uniformly distributed random numbers. - * @param function Inverse cumulative probability function. - */ - public InverseMethodContinuousSampler(UniformRandomProvider rng, - ContinuousInverseCumulativeProbabilityFunction function) { - super(rng); - this.function = function; - } - - /** {@inheritDoc} */ - @Override - public double sample() { - return function.inverseCumulativeProbability(nextUniform()); - } - - /** {@inheritDoc} */ - @Override - public String toString() { - return "[Inverse method " + super.toString() + "]"; - } -} http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodDiscreteSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodDiscreteSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodDiscreteSampler.java deleted file mode 100644 index 8856530..0000000 --- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodDiscreteSampler.java +++ /dev/null @@ -1,83 +0,0 @@ -/* - * 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; -import org.apache.commons.rng.sampling.AbstractDiscreteSampler; - -/** - * Distribution sampler that uses the - * <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling";> - * inversion method</a>. - * - * <p> - * It can be used to sample any distribution that provides access to its - * <em>inverse cumulative probabilty function</em>. - * </p> - * - * <p>Example:</p> - * <pre><source> - * 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.DiscreteSampler; - * import org.apache.commons.rng.sampling.distribution.InverseMethodDiscreteSampler; - * 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 InverseMethodDiscreteSampler(RandomSource.create(RandomSource.MT), - * new DiscreteInverseCumulativeProbabilityFunction() { - * @Override - * public int inverseCumulativeProbability(double p) { - * return dist.inverseCumulativeProbability(p); - * } - * }); - * - * // Generate random deviate. - * int random = binomialSampler.sample(); - * </source></pre> - */ -public class InverseMethodDiscreteSampler extends AbstractDiscreteSampler { - /** Inverse cumulative probability function. */ - private final DiscreteInverseCumulativeProbabilityFunction function; - - /** - * @param rng Generator of uniformly distributed random numbers. - * @param function Inverse cumulative probability function. - */ - public InverseMethodDiscreteSampler(UniformRandomProvider rng, - DiscreteInverseCumulativeProbabilityFunction function) { - super(rng); - this.function = function; - } - - /** {@inheritDoc} */ - @Override - public int sample() { - return function.inverseCumulativeProbability(nextUniform()); - } - - /** {@inheritDoc} */ - @Override - public String toString() { - return "[Inverse method " + super.toString() + "]"; - } -} http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodParetoSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodParetoSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodParetoSampler.java deleted file mode 100644 index 91a8bf9..0000000 --- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseMethodParetoSampler.java +++ /dev/null @@ -1,55 +0,0 @@ -/* - * 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; -import org.apache.commons.rng.sampling.AbstractContinuousSampler; - -/** - * Sampling from a <a href="https://en.wikipedia.org/wiki/Pareto_distribution";>Pareto distribution</a>. - */ -public class InverseMethodParetoSampler extends AbstractContinuousSampler { - /** Scale. */ - private final double scale; - /** Shape. */ - private final double shape; - - /** - * @param rng Generator of uniformly distributed random numbers. - * @param scale Scale of the distribution. - * @param shape Shape of the distribution. - */ - public InverseMethodParetoSampler(UniformRandomProvider rng, - double scale, - double shape) { - super(rng); - this.scale = scale; - this.shape = shape; - } - - /** {@inheritDoc} */ - @Override - public double sample() { - return scale / Math.pow(nextUniform(), 1 / shape); - } - - /** {@inheritDoc} */ - @Override - public String toString() { - return "[Inverse method for Pareto distribution " + super.toString() + "]"; - } -} http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.java new file mode 100644 index 0000000..92ef64d --- /dev/null +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformContinuousSampler.java @@ -0,0 +1,83 @@ +/* + * 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; +import org.apache.commons.rng.sampling.AbstractContinuousSampler; + +/** + * Distribution sampler that uses the + * <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling";> + * inversion method</a>. + * + * <p> + * It can be used to sample any distribution that provides access to its + * <em>inverse cumulative probabilty function</em>. + * </p> + * + * <p>Example:</p> + * <pre><source> + * import org.apache.commons.math3.distribution.RealDistribution; + * import org.apache.commons.math3.distribution.ChiSquaredDistribution; + * + * import org.apache.commons.rng.simple.RandomSource; + * import org.apache.commons.rng.sampling.ContinuousSampler; + * import org.apache.commons.rng.sampling.distribution.InverseTransformContinuousSampler; + * import org.apache.commons.rng.sampling.distribution.ContinuousInverseCumulativeProbabilityFunction; + * + * // Distribution to sample. + * final RealDistribution dist = new ChiSquaredDistribution(9); + * // Create the sampler. + * final ContinuousSampler chiSquareSampler = + * new InverseTransformContinuousSampler(RandomSource.create(RandomSource.MT), + * new ContinuousInverseCumulativeProbabilityFunction() { + * @Override + * public double inverseCumulativeProbability(double p) { + * return dist.inverseCumulativeProbability(p); + * } + * }); + * + * // Generate random deviate. + * double random = chiSquareSampler.sample(); + * </source></pre> + */ +public class InverseTransformContinuousSampler extends AbstractContinuousSampler { + /** Inverse cumulative probability function. */ + private final ContinuousInverseCumulativeProbabilityFunction function; + + /** + * @param rng Generator of uniformly distributed random numbers. + * @param function Inverse cumulative probability function. + */ + public InverseTransformContinuousSampler(UniformRandomProvider rng, + ContinuousInverseCumulativeProbabilityFunction function) { + super(rng); + this.function = function; + } + + /** {@inheritDoc} */ + @Override + public double sample() { + return function.inverseCumulativeProbability(nextUniform()); + } + + /** {@inheritDoc} */ + @Override + public String toString() { + return "[Inverse method " + super.toString() + "]"; + } +} http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.java new file mode 100644 index 0000000..c81b519 --- /dev/null +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformDiscreteSampler.java @@ -0,0 +1,83 @@ +/* + * 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; +import org.apache.commons.rng.sampling.AbstractDiscreteSampler; + +/** + * Distribution sampler that uses the + * <a href="https://en.wikipedia.org/wiki/Inverse_transform_sampling";> + * inversion method</a>. + * + * <p> + * It can be used to sample any distribution that provides access to its + * <em>inverse cumulative probabilty function</em>. + * </p> + * + * <p>Example:</p> + * <pre><source> + * 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.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() { + * @Override + * public int inverseCumulativeProbability(double p) { + * return dist.inverseCumulativeProbability(p); + * } + * }); + * + * // Generate random deviate. + * int random = binomialSampler.sample(); + * </source></pre> + */ +public class InverseTransformDiscreteSampler extends AbstractDiscreteSampler { + /** Inverse cumulative probability function. */ + private final DiscreteInverseCumulativeProbabilityFunction function; + + /** + * @param rng Generator of uniformly distributed random numbers. + * @param function Inverse cumulative probability function. + */ + public InverseTransformDiscreteSampler(UniformRandomProvider rng, + DiscreteInverseCumulativeProbabilityFunction function) { + super(rng); + this.function = function; + } + + /** {@inheritDoc} */ + @Override + public int sample() { + return function.inverseCumulativeProbability(nextUniform()); + } + + /** {@inheritDoc} */ + @Override + public String toString() { + return "[Inverse method " + super.toString() + "]"; + } +} http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.java new file mode 100644 index 0000000..5f18702 --- /dev/null +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/InverseTransformParetoSampler.java @@ -0,0 +1,55 @@ +/* + * 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; +import org.apache.commons.rng.sampling.AbstractContinuousSampler; + +/** + * Sampling from a <a href="https://en.wikipedia.org/wiki/Pareto_distribution";>Pareto distribution</a>. + */ +public class InverseTransformParetoSampler extends AbstractContinuousSampler { + /** Scale. */ + private final double scale; + /** Shape. */ + private final double shape; + + /** + * @param rng Generator of uniformly distributed random numbers. + * @param scale Scale of the distribution. + * @param shape Shape of the distribution. + */ + public InverseTransformParetoSampler(UniformRandomProvider rng, + double scale, + double shape) { + super(rng); + this.scale = scale; + this.shape = shape; + } + + /** {@inheritDoc} */ + @Override + public double sample() { + return scale / Math.pow(nextUniform(), 1 / shape); + } + + /** {@inheritDoc} */ + @Override + public String toString() { + return "[Inverse method for Pareto distribution " + super.toString() + "]"; + } +} http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/package-info.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/package-info.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/package-info.java index af157fc..1b75247 100644 --- a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/package-info.java +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/package-info.java @@ -30,8 +30,8 @@ * When no specific algorithm is provided, one can still sample from any * distribution, using the <em>inverse method</em>, as illustrated in: * <ul> - * <li>{@link org.apache.commons.rng.sampling.distribution.InverseMethodDiscreteSampler InverseMethodDiscreteSampler}</li> - * <li>{@link org.apache.commons.rng.sampling.distribution.InverseMethodContinuousSampler InverseMethodContinuousSampler}</li> + * <li>{@link org.apache.commons.rng.sampling.distribution.InverseTransformDiscreteSampler InverseTransformDiscreteSampler}</li> + * <li>{@link org.apache.commons.rng.sampling.distribution.InverseTransformContinuousSampler InverseTransformContinuousSampler}</li> * </ul> * * Algorithms are described in e.g. Luc Devroye (1986), <a href="http://luc.devroye.org/chapter_nine.pdf";>chapter 9</a> http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerTestData.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerTestData.java b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerTestData.java index a9754b4..a3dd651 100644 --- a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerTestData.java +++ b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplerTestData.java @@ -21,7 +21,7 @@ import java.util.Arrays; import org.apache.commons.rng.sampling.ContinuousSampler; /** - * Data store for {@link InverseMethodContinuousParametricTest}. + * Data store for {@link ContinuousSamplerParametricTest}. */ class ContinuousSamplerTestData { private final ContinuousSampler sampler; http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java index b660738..7cfe38a 100644 --- a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java +++ b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/ContinuousSamplersList.java @@ -141,7 +141,7 @@ public class ContinuousSamplersList { RandomSource.create(RandomSource.TWO_CMRES_SELECT, null, 9, 11)); // Pareto. add(LIST, new org.apache.commons.math3.distribution.ParetoDistribution(scalePareto, shapePareto), - new InverseMethodParetoSampler(RandomSource.create(RandomSource.XOR_SHIFT_1024_S), scalePareto, shapePareto)); + new InverseTransformParetoSampler(RandomSource.create(RandomSource.XOR_SHIFT_1024_S), scalePareto, shapePareto)); // T ("inverse method"). final double dofT = 0.76543; @@ -190,13 +190,13 @@ public class ContinuousSamplersList { final org.apache.commons.math3.distribution.RealDistribution dist, UniformRandomProvider rng) { final ContinuousSampler inverseMethodSampler = - new InverseMethodContinuousSampler(rng, - new ContinuousInverseCumulativeProbabilityFunction() { - @Override - public double inverseCumulativeProbability(double p) { - return dist.inverseCumulativeProbability(p); - } - }); + new InverseTransformContinuousSampler(rng, + new ContinuousInverseCumulativeProbabilityFunction() { + @Override + public double inverseCumulativeProbability(double p) { + return dist.inverseCumulativeProbability(p); + } + }); list.add(new ContinuousSamplerTestData[] { new ContinuousSamplerTestData(inverseMethodSampler, getDeciles(dist)) }); } http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplerTestData.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplerTestData.java b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplerTestData.java index fd52f29..1857afc 100644 --- a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplerTestData.java +++ b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplerTestData.java @@ -21,7 +21,7 @@ import java.util.Arrays; import org.apache.commons.rng.sampling.DiscreteSampler; /** - * Data store for {@link InverseMethodDiscreteParametricTest}. + * Data store for {@link DiscreteSamplerParametricTest}. */ class DiscreteSamplerTestData { private final DiscreteSampler sampler; http://git-wip-us.apache.org/repos/asf/commons-rng/blob/bfc83350/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplersList.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplersList.java b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplersList.java index 7a7425f..10e4588 100644 --- a/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplersList.java +++ b/commons-rng-sampling/src/test/java/org/apache/commons/rng/sampling/distribution/DiscreteSamplersList.java @@ -126,7 +126,7 @@ public class DiscreteSamplersList { int[] points, UniformRandomProvider rng) { final DiscreteSampler inverseMethodSampler = - new InverseMethodDiscreteSampler(rng, + new InverseTransformDiscreteSampler(rng, new DiscreteInverseCumulativeProbabilityFunction() { @Override public int inverseCumulativeProbability(double p) {
