[2/8] commons-rng git commit: RNG-43: Log-normal sampler.

[er...@apache.org]

RNG-43: Log-normal sampler.

Class allows to choose the underlying Gaussian sampler.


Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/7583d9e2
Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/7583d9e2
Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/7583d9e2

Branch: refs/heads/master
Commit: 7583d9e2cb2adf378acd31ddc9ba0d1208f9686d
Parents: bb10e98
Author: Gilles <er...@apache.org>
Authored: Wed Jan 10 17:28:18 2018 +0100
Committer: Gilles <er...@apache.org>
Committed: Wed Jan 10 17:28:18 2018 +0100

----------------------------------------------------------------------
 .../sampling/distribution/LogNormalSampler.java | 56 ++++++++++++++++++++
 1 file changed, 56 insertions(+)
----------------------------------------------------------------------


http://git-wip-us.apache.org/repos/asf/commons-rng/blob/7583d9e2/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/LogNormalSampler.java
----------------------------------------------------------------------
diff --git a/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/LogNormalSampler.java b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/LogNormalSampler.java
new file mode 100644
index 0000000..07d3b30
--- /dev/null
+++ b/commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/LogNormalSampler.java
@@ -0,0 +1,56 @@
+/*
+ * 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;
+
+/**
+ * Sampling from a log-normal distribution.
+ *
+ * @since 1.1
+ */
+public class LogNormalSampler implements ContinuousSampler {
+    /** Scale. */
+    private final double scale;
+    /** Shape. */
+    private final double shape;
+    /** Gaussian sampling. */
+    private final NormalizedGaussianSampler gaussian;
+
+    /**
+     * @param gaussian N(0,1) generator.
+     * @param scale Scale of the log-normal distribution.
+     * @param shape Shape of the log-normal distribution.
+     */
+    public LogNormalSampler(NormalizedGaussianSampler gaussian,
+                            double scale,
+                            double shape) {
+        this.scale = scale;
+        this.shape = shape;
+        this.gaussian = gaussian;
+    }
+
+    /** {@inheritDoc} */
+    @Override
+    public double sample() {
+        return Math.exp(scale + shape * gaussian.sample());
+    }
+
+    /** {@inheritDoc} */
+    @Override
+    public String toString() {
+        return "Log-normal deviate [" + gaussian.toString() + "]";
+    }
+}