RNG-43: Log-normal sampler. Class allows to choose the underlying Gaussian sampler.
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/7583d9e2 Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/7583d9e2 Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/7583d9e2 Branch: refs/heads/master Commit: 7583d9e2cb2adf378acd31ddc9ba0d1208f9686d Parents: bb10e98 Author: Gilles <er...@apache.org> Authored: Wed Jan 10 17:28:18 2018 +0100 Committer: Gilles <er...@apache.org> Committed: Wed Jan 10 17:28:18 2018 +0100 ---------------------------------------------------------------------- .../sampling/distribution/LogNormalSampler.java | 56 ++++++++++++++++++++ 1 file changed, 56 insertions(+) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/commons-rng/blob/7583d9e2/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/LogNormalSampler.java ---------------------------------------------------------------------- diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/LogNormalSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/LogNormalSampler.java new file mode 100644 index 0000000..07d3b30 --- /dev/null +++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/LogNormalSampler.java @@ -0,0 +1,56 @@ +/* + * 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; + +/** + * Sampling from a log-normal distribution. + * + * @since 1.1 + */ +public class LogNormalSampler implements ContinuousSampler { + /** 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. + */ + public LogNormalSampler(NormalizedGaussianSampler gaussian, + double scale, + double shape) { + this.scale = scale; + this.shape = shape; + this.gaussian = gaussian; + } + + /** {@inheritDoc} */ + @Override + public double sample() { + return Math.exp(scale + shape * gaussian.sample()); + } + + /** {@inheritDoc} */ + @Override + public String toString() { + return "Log-normal deviate [" + gaussian.toString() + "]"; + } +}
