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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 log-normal distribution.
23   *
24   * @since 1.1
25   */
26  public class LogNormalSampler implements SharedStateContinuousSampler {
27      /** Scale. */
28      private final double scale;
29      /** Shape. */
30      private final double shape;
31      /** Gaussian sampling. */
32      private final NormalizedGaussianSampler gaussian;
33  
34      /**
35       * @param gaussian N(0,1) generator.
36       * @param scale Scale of the log-normal distribution.
37       * @param shape Shape of the log-normal distribution.
38       * @throws IllegalArgumentException if {@code scale < 0} or {@code shape <= 0}.
39       */
40      public LogNormalSampler(NormalizedGaussianSampler gaussian,
41                              double scale,
42                              double shape) {
43          if (scale < 0) {
44              throw new IllegalArgumentException("scale is not positive: " + scale);
45          }
46          if (shape <= 0) {
47              throw new IllegalArgumentException("shape is not strictly positive: " + shape);
48          }
49          this.scale = scale;
50          this.shape = shape;
51          this.gaussian = gaussian;
52      }
53  
54      /**
55       * @param rng Generator of uniformly distributed random numbers.
56       * @param source Source to copy.
57       */
58      private LogNormalSampler(UniformRandomProvider rng,
59                               LogNormalSampler source) {
60          this.scale = source.scale;
61          this.shape = source.shape;
62          this.gaussian = InternalUtils.newNormalizedGaussianSampler(source.gaussian, rng);
63      }
64  
65      /** {@inheritDoc} */
66      @Override
67      public double sample() {
68          return Math.exp(scale + shape * gaussian.sample());
69      }
70  
71      /** {@inheritDoc} */
72      @Override
73      public String toString() {
74          return "Log-normal deviate [" + gaussian.toString() + "]";
75      }
76  
77      /**
78       * {@inheritDoc}
79       *
80       * <p>Note: This function is available if the underlying {@link NormalizedGaussianSampler}
81       * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
82       * Otherwise a run-time exception is thrown.</p>
83       *
84       * @throws UnsupportedOperationException if the underlying sampler is not a
85       * {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler} or
86       * does not return a {@link NormalizedGaussianSampler} when sharing state.
87       *
88       * @since 1.3
89       */
90      @Override
91      public SharedStateContinuousSampler withUniformRandomProvider(UniformRandomProvider rng) {
92          return new LogNormalSampler(rng, this);
93      }
94  
95      /**
96       * Create a new log-normal distribution sampler.
97       *
98       * <p>Note: The shared-state functionality is available if the {@link NormalizedGaussianSampler}
99       * is a {@link org.apache.commons.rng.sampling.SharedStateSampler SharedStateSampler}.
100      * Otherwise a run-time exception will be thrown when the sampler is used to share state.</p>
101      *
102      * @param gaussian N(0,1) generator.
103      * @param scale Scale of the log-normal distribution.
104      * @param shape Shape of the log-normal distribution.
105      * @return the sampler
106      * @throws IllegalArgumentException if {@code scale < 0} or {@code shape <= 0}.
107      * @see #withUniformRandomProvider(UniformRandomProvider)
108      * @since 1.3
109      */
110     public static SharedStateContinuousSampler of(NormalizedGaussianSampler gaussian,
111                                                   double scale,
112                                                   double shape) {
113         return new LogNormalSampler(gaussian, scale, shape);
114     }
115 }