AhrensDieterMarsagliaTsangGammaSampler (nosqlbench)

java.lang.Object

org.apache.commons.rng.sampling.distribution.SamplerBase

org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler

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.
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 for theta >= 1)

Since:: 1.0

Constructor Summary

Constructors

Constructor Description

AhrensDieterMarsagliaTsangGammaSampler(UniformRandomProvider rng, double alpha, double theta)
Method Summary

Modifier and Type Method Description

double sample()
Creates a sample.

java.lang.String toString()

Methods inherited from class org.apache.commons.rng.sampling.distribution.SamplerBase
nextDouble, nextInt, nextInt, nextLong

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Details
- 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 - if alpha <= 0 or theta <= 0
Method Details
- sample
  
  public double sample()
  
  Creates a sample.
  
  Specified by:
  
  sample in interface ContinuousSampler
  
  Returns:
  
  a sample.
- toString
  
  public java.lang.String toString()
  
  Overrides:
  
  toString in class SamplerBase