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 * @since 1.0 25 */ 26 public class InverseTransformParetoSampler 27 extends SamplerBase 28 implements ContinuousSampler { 29 /** Scale. */ 30 private final double scale; 31 /** Shape. */ 32 private final double shape; 33 /** Underlying source of randomness. */ 34 private final UniformRandomProvider rng; 35 36 /** 37 * @param rng Generator of uniformly distributed random numbers. 38 * @param scale Scale of the distribution. 39 * @param shape Shape of the distribution. 40 */ 41 public InverseTransformParetoSampler(UniformRandomProvider rng, 42 double scale, 43 double shape) { 44 super(null); 45 this.rng = rng; 46 this.scale = scale; 47 this.shape = shape; 48 } 49 50 /** {@inheritDoc} */ 51 @Override 52 public double sample() { 53 return scale / Math.pow(rng.nextDouble(), 1 / shape); 54 } 55 56 /** {@inheritDoc} */ 57 @Override 58 public String toString() { 59 return "[Inverse method for Pareto distribution " + rng.toString() + "]"; 60 } 61 }