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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 <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  }