Package | Description |
---|---|
org.apache.commons.rng.sampling.distribution |
Distribution samplers
|
Modifier and Type | Class | Description |
---|---|---|
class |
BoxMullerNormalizedGaussianSampler |
Box-Muller algorithm for sampling from Gaussian distribution with
mean 0 and standard deviation 1.
|
class |
MarsagliaNormalizedGaussianSampler |
Marsaglia polar method for sampling from a Gaussian distribution
with mean 0 and standard deviation 1.
|
class |
ZigguratNormalizedGaussianSampler |
Marsaglia and Tsang "Ziggurat" method for sampling from a Gaussian
distribution with mean 0 and standard deviation 1.
|
Modifier and Type | Method | Description |
---|---|---|
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> |
BoxMullerNormalizedGaussianSampler.of(org.apache.commons.rng.UniformRandomProvider rng) |
Create a new normalised Gaussian sampler.
|
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> |
MarsagliaNormalizedGaussianSampler.of(org.apache.commons.rng.UniformRandomProvider rng) |
Create a new normalised Gaussian sampler.
|
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> |
ZigguratNormalizedGaussianSampler.of(org.apache.commons.rng.UniformRandomProvider rng) |
Create a new normalised Gaussian sampler.
|
Modifier and Type | Method | Description |
---|---|---|
static SharedStateContinuousSampler |
GaussianSampler.of(NormalizedGaussianSampler normalized,
double mean,
double standardDeviation) |
Create a new normalised Gaussian sampler.
|
static SharedStateContinuousSampler |
LogNormalSampler.of(NormalizedGaussianSampler gaussian,
double scale,
double shape) |
Create a new log-normal distribution sampler.
|
Constructor | Description |
---|---|
GaussianSampler(NormalizedGaussianSampler normalized,
double mean,
double standardDeviation) |
|
LogNormalSampler(NormalizedGaussianSampler gaussian,
double scale,
double shape) |
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