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Posted to commits@commons.apache.org by er...@apache.org on 2017/01/23 23:23:07 UTC
[2/6] commons-rng git commit: RNG-35: General N(mu,
sigma) sampler based on N(0, 1) sampler interface.
RNG-35: General N(mu,sigma) sampler based on N(0,1) sampler interface.
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/cf65f676
Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/cf65f676
Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/cf65f676
Branch: refs/heads/feature__RNG-35
Commit: cf65f676ccafdf5265e0069eb1eccf1c2a973cfc
Parents: 72bf01f
Author: Gilles <er...@apache.org>
Authored: Tue Jan 24 00:08:34 2017 +0100
Committer: Gilles <er...@apache.org>
Committed: Tue Jan 24 00:08:34 2017 +0100
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.../sampling/distribution/GaussianSampler.java | 59 ++++++++++++++++++++
1 file changed, 59 insertions(+)
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http://git-wip-us.apache.org/repos/asf/commons-rng/blob/cf65f676/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/GaussianSampler.java
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diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/GaussianSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/GaussianSampler.java
new file mode 100644
index 0000000..3fda5c5
--- /dev/null
+++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/GaussianSampler.java
@@ -0,0 +1,59 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.rng.sampling.distribution;
+
+import org.apache.commons.rng.UniformRandomProvider;
+
+/**
+ * Sampling from a Gaussian distribution with given mean and
+ * standard deviation.
+ *
+ * @since 1.1
+ */
+public class GaussianSampler implements ContinuousSampler {
+ /** Mean. */
+ private final double mean;
+ /** standardDeviation. */
+ private final double standardDeviation;
+ /** Normalized Gaussian sampler. */
+ private final NormalizedGaussianSampler normalized;
+
+ /**
+ * @param normalized Generator of N(0,1) Gaussian distributed random numbers.
+ * @param mean Mean of the Gaussian distribution.
+ * @param standardDeviation Standard deviation of the Gaussian distribution.
+ */
+ public GaussianSampler(NormalizedGaussianSampler normalized,
+ double mean,
+ double standardDeviation) {
+ this.normalized = normalized;
+ this.mean = mean;
+ this.standardDeviation = standardDeviation;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public double sample() {
+ return standardDeviation * normalized.sample() + mean;
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ public String toString() {
+ return "Gaussian deviate [" + normalized.toString() + "]";
+ }
+}