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Posted to issues@commons.apache.org by "Alex Herbert (Jira)" <ji...@apache.org> on 2021/07/02 12:44:00 UTC

[jira] [Created] (RNG-149) ZigguratExponentialSampler

Alex Herbert created RNG-149:
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             Summary: ZigguratExponentialSampler
                 Key: RNG-149
                 URL: https://issues.apache.org/jira/browse/RNG-149
             Project: Commons RNG
          Issue Type: New Feature
          Components: sampling
    Affects Versions: 1.4
            Reporter: Alex Herbert


The paper describing the ZigguratNormalizedGaussianSampler also provides code for sampling from an exponential distribution.

{code:java}
public class ZigguratExponentialSampler implements SharedStateContinuousSampler {
    public ZigguratExponentialSampler
        withUniformRandomProvider(UniformRandomProvider rng);
    public static ZigguratExponentialSampler of(UniformRandomProvider rng);
    public static ZigguratExponentialSampler of(UniformRandomProvider rng, double mean);
}
{code}

I suggest allowing creation of a sampler with mean 1. This special case has application in other samplers, for example the LargeMeanPoissonSampler.




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