View Javadoc
1   /*
2    * Licensed to the Apache Software Foundation (ASF) under one or more
3    * contributor license agreements.  See the NOTICE file distributed with
4    * this work for additional information regarding copyright ownership.
5    * The ASF licenses this file to You under the Apache License, Version 2.0
6    * (the "License"); you may not use this file except in compliance with
7    * the License.  You may obtain a copy of the License at
8    *
9    *      http://www.apache.org/licenses/LICENSE-2.0
10   *
11   * Unless required by applicable law or agreed to in writing, software
12   * distributed under the License is distributed on an "AS IS" BASIS,
13   * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14   * See the License for the specific language governing permissions and
15   * limitations under the License.
16   */
17  package org.apache.commons.rng.sampling.distribution;
18  
19  import org.apache.commons.rng.UniformRandomProvider;
20  
21  /**
22   * Sampling from a <a href="https://en.wikipedia.org/wiki/Pareto_distribution">Pareto distribution</a>.
23   */
24  public class InverseTransformParetoSampler
25      extends SamplerBase
26      implements ContinuousSampler {
27      /** Scale. */
28      private final double scale;
29      /** Shape. */
30      private final double shape;
31      /** Underlying source of randomness. */
32      private final UniformRandomProvider rng;
33  
34      /**
35       * @param rng Generator of uniformly distributed random numbers.
36       * @param scale Scale of the distribution.
37       * @param shape Shape of the distribution.
38       */
39      public InverseTransformParetoSampler(UniformRandomProvider rng,
40                                           double scale,
41                                           double shape) {
42          super(null);
43          this.rng = rng;
44          this.scale = scale;
45          this.shape = shape;
46      }
47  
48      /** {@inheritDoc} */
49      @Override
50      public double sample() {
51          return scale / Math.pow(rng.nextDouble(), 1 / shape);
52      }
53  
54      /** {@inheritDoc} */
55      @Override
56      public String toString() {
57          return "[Inverse method for Pareto distribution " + rng.toString() + "]";
58      }
59  }