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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 Gaussian distribution with given mean and
23   * standard deviation.
24   *
25   * @since 1.1
26   */
27  public class GaussianSampler implements SharedStateContinuousSampler {
28      /** Mean. */
29      private final double mean;
30      /** standardDeviation. */
31      private final double standardDeviation;
32      /** Normalized Gaussian sampler. */
33      private final NormalizedGaussianSampler normalized;
34  
35      /**
36       * @param normalized Generator of N(0,1) Gaussian distributed random numbers.
37       * @param mean Mean of the Gaussian distribution.
38       * @param standardDeviation Standard deviation of the Gaussian distribution.
39       * @throws IllegalArgumentException if {@code standardDeviation <= 0}
40       */
41      public GaussianSampler(NormalizedGaussianSampler normalized,
42                             double mean,
43                             double standardDeviation) {
44          if (standardDeviation <= 0) {
45              throw new IllegalArgumentException(
46                  "standard deviation is not strictly positive: " + standardDeviation);
47          }
48          this.normalized = normalized;
49          this.mean = mean;
50          this.standardDeviation = standardDeviation;
51      }
52  
53      /**
54       * @param rng Generator of uniformly distributed random numbers.
55       * @param source Source to copy.
56       */
57      private GaussianSampler(UniformRandomProvider rng,
58                              GaussianSampler source) {
59          this.mean = source.mean;
60          this.standardDeviation = source.standardDeviation;
61          this.normalized = InternalUtils.newNormalizedGaussianSampler(source.normalized, rng);
62      }
63  
64      /** {@inheritDoc} */
65      @Override
66      public double sample() {
67          return standardDeviation * normalized.sample() + mean;
68      }
69  
70      /** {@inheritDoc} */
71      @Override
72      public String toString() {
73          return "Gaussian deviate [" + normalized.toString() + "]";
74      }
75  
76      /**
77       * {@inheritDoc}
78       *
79       * <p>Note: This function is available if the underlying {@link NormalizedGaussianSampler}
80       * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
81       * Otherwise a run-time exception is thrown.</p>
82       *
83       * @throws UnsupportedOperationException if the underlying sampler is not a
84       * {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler} or
85       * does not return a {@link NormalizedGaussianSampler} when sharing state.
86       *
87       * @since 1.3
88       */
89      @Override
90      public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
91          return new GaussianSampler(rng, this);
92      }
93  
94      /**
95       * Create a new normalised Gaussian sampler.
96       *
97       * <p>Note: The shared-state functionality is available if the {@link NormalizedGaussianSampler}
98       * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
99       * Otherwise a run-time exception will be thrown when the sampler is used to share state.</p>
100      *
101      * @param normalized Generator of N(0,1) Gaussian distributed random numbers.
102      * @param mean Mean of the Gaussian distribution.
103      * @param standardDeviation Standard deviation of the Gaussian distribution.
104      * @return the sampler
105      * @throws IllegalArgumentException if {@code standardDeviation <= 0}
106      * @see #withUniformRandomProvider(UniformRandomProvider)
107      * @since 1.3
108      */
109     public static SharedStateContinuousSampler of(NormalizedGaussianSampler normalized,
110                                                   double mean,
111                                                   double standardDeviation) {
112         return new GaussianSampler(normalized, mean, standardDeviation);
113     }
114 }