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Posted to commits@commons.apache.org by er...@apache.org on 2018/02/13 22:27:01 UTC
[04/14] commons-rng git commit: Refactored code contents of module
"commons-rng-examples" into sub-modules.
Refactored code contents of module "commons-rng-examples" into sub-modules.
Module "commons-rng-examples" hosts codes that are not part of the library,
but are provided as usage examples, or documentation tools.
Project: http://git-wip-us.apache.org/repos/asf/commons-rng/repo
Commit: http://git-wip-us.apache.org/repos/asf/commons-rng/commit/2fdb5227
Tree: http://git-wip-us.apache.org/repos/asf/commons-rng/tree/2fdb5227
Diff: http://git-wip-us.apache.org/repos/asf/commons-rng/diff/2fdb5227
Branch: refs/heads/master
Commit: 2fdb5227f2d3dcf3ead63dcc369b96447c7a0316
Parents: 5364938
Author: Gilles <er...@apache.org>
Authored: Tue Feb 13 19:26:25 2018 +0100
Committer: Gilles <er...@apache.org>
Committed: Tue Feb 13 19:26:25 2018 +0100
----------------------------------------------------------------------
.../examples-quadrature/LICENSE.txt | 275 +++++++++++++++++
.../examples-quadrature/NOTICE.txt | 5 +
.../examples-quadrature/pom.xml | 62 ++++
.../rng/examples/quadrature/ComputePi.java | 91 ++++++
.../quadrature/MonteCarloIntegration.java | 90 ++++++
.../rng/examples/quadrature/package-info.java | 27 ++
.../examples-sampling/LICENSE.txt | 275 +++++++++++++++++
.../examples-sampling/NOTICE.txt | 5 +
commons-rng-examples/examples-sampling/pom.xml | 62 ++++
.../ProbabilityDensityApproximation.java | 200 +++++++++++++
.../sampling/UniformSamplingVisualCheck.java | 81 +++++
.../rng/examples/sampling/package-info.java | 27 ++
.../examples-stress/LICENSE.txt | 275 +++++++++++++++++
commons-rng-examples/examples-stress/NOTICE.txt | 5 +
commons-rng-examples/examples-stress/pom.xml | 62 ++++
.../examples-stress/src/main/c/stdin2testu01.c | 127 ++++++++
.../rng/examples/stress/GeneratorsList.java | 59 ++++
.../rng/examples/stress/RandomStressTester.java | 292 +++++++++++++++++++
.../rng/examples/stress/package-info.java | 28 ++
commons-rng-examples/pom.xml | 32 +-
commons-rng-examples/src/main/c/stdin2testu01.c | 127 --------
.../rng/examples/integration/ComputePi.java | 91 ------
.../integration/MonteCarloIntegration.java | 90 ------
.../rng/examples/integration/package-info.java | 27 --
.../commons/rng/examples/package-info.java | 26 --
.../ProbabilityDensityApproximation.java | 200 -------------
.../sampling/UniformSamplingVisualCheck.java | 81 -----
.../rng/examples/sampling/package-info.java | 27 --
.../rng/examples/stress/GeneratorsList.java | 59 ----
.../rng/examples/stress/RandomStressTester.java | 292 -------------------
.../rng/examples/stress/package-info.java | 28 --
31 files changed, 2068 insertions(+), 1060 deletions(-)
----------------------------------------------------------------------
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-quadrature/LICENSE.txt
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-quadrature/LICENSE.txt b/commons-rng-examples/examples-quadrature/LICENSE.txt
new file mode 100644
index 0000000..de777e4
--- /dev/null
+++ b/commons-rng-examples/examples-quadrature/LICENSE.txt
@@ -0,0 +1,275 @@
+ Apache License
+ Version 2.0, January 2004
+ http://www.apache.org/licenses/
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+ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
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+ 1. Definitions.
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+ 6. Trademarks. This License does not grant permission to use the trade
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+================================================================================
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+Class "org.apache.commons.rng.internal.source64.MersenneTwister64" contains
+Java code partly ported from the reference implementation in C.
+That source file contained the following notice:
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+ Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura,
+ All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without
+ modification, are permitted provided that the following conditions
+ are met:
+
+ 1. Redistributions of source code must retain the above copyright
+ notice, this list of conditions and the following disclaimer.
+
+ 2. Redistributions in binary form must reproduce the above copyright
+ notice, this list of conditions and the following disclaimer in the
+ documentation and/or other materials provided with the distribution.
+
+ 3. The names of its contributors may not be used to endorse or promote
+ products derived from this software without specific prior written
+ permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
+ CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+ EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+ PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+ LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+ NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+================================================================================
+
+Class "org.apache.commons.rng.internal.source32.MersenneTwister" contains
+Java code partly ported from the reference implementation in C.
+That source file contained the following notice:
+
+ Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
+ All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without
+ modification, are permitted provided that the following conditions
+ are met:
+
+ 1. Redistributions of source code must retain the above copyright
+ notice, this list of conditions and the following disclaimer.
+
+ 2. Redistributions in binary form must reproduce the above copyright
+ notice, this list of conditions and the following disclaimer in the
+ documentation and/or other materials provided with the distribution.
+
+ 3. The names of its contributors may not be used to endorse or promote
+ products derived from this software without specific prior written
+ permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
+ CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+ EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+ PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+ LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+ NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+================================================================================
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-quadrature/NOTICE.txt
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-quadrature/NOTICE.txt b/commons-rng-examples/examples-quadrature/NOTICE.txt
new file mode 100644
index 0000000..b2eab86
--- /dev/null
+++ b/commons-rng-examples/examples-quadrature/NOTICE.txt
@@ -0,0 +1,5 @@
+Apache Commons RNG
+Copyright 2016-2018 The Apache Software Foundation
+
+This product includes software developed at
+The Apache Software Foundation (http://www.apache.org/).
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-quadrature/pom.xml
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-quadrature/pom.xml b/commons-rng-examples/examples-quadrature/pom.xml
new file mode 100644
index 0000000..3e916ab
--- /dev/null
+++ b/commons-rng-examples/examples-quadrature/pom.xml
@@ -0,0 +1,62 @@
+<?xml version="1.0"?>
+<!--
+ 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.
+-->
+<project xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd"
+ xmlns="http://maven.apache.org/POM/4.0.0"
+ xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
+ <modelVersion>4.0.0</modelVersion>
+
+ <parent>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-examples</artifactId>
+ <version>1.1-SNAPSHOT</version>
+ </parent>
+
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-examples-quadrature</artifactId>
+ <version>1.1-SNAPSHOT</version>
+ <name>Apache Commons RNG Quadrature Test Example</name>
+
+ <description>Application for calling external tools that perform stringent uniformity tests.
+ Code in this module is not part of the public API.</description>
+
+ <properties>
+ <maven.compiler.source>1.7</maven.compiler.source>
+ <maven.compiler.target>1.7</maven.compiler.target>
+
+ <!-- OSGi -->
+ <commons.osgi.symbolicName>org.apache.commons.rng.examples.quadrature</commons.osgi.symbolicName>
+ <commons.osgi.export>org.apache.commons.rng.examples.quadrature</commons.osgi.export>
+ <!-- Java 9+ -->
+ <commons.automatic.module.name>org.apache.commons.rng.examples.quadrature</commons.automatic.module.name>
+ <!-- Workaround to avoid duplicating config files. -->
+ <rng.parent.dir>${basedir}/../..</rng.parent.dir>
+ </properties>
+
+ <dependencies>
+ <dependency>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-simple</artifactId>
+ </dependency>
+
+ <dependency>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-sampling</artifactId>
+ </dependency>
+ </dependencies>
+
+</project>
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/ComputePi.java
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/ComputePi.java b/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/ComputePi.java
new file mode 100644
index 0000000..5e959da
--- /dev/null
+++ b/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/ComputePi.java
@@ -0,0 +1,91 @@
+/*
+ * 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.examples.quadrature;
+
+import org.apache.commons.rng.simple.RandomSource;
+
+/**
+ * Computation of \( \pi \) using Monte-Carlo integration.
+ *
+ * The computation estimates the value by computing the probability that
+ * a point \( p = (x, y) \) will lie in the circle of radius \( r = 1 \)
+ * inscribed in the square of side \( r = 1 \).
+ * The probability could be computed by \[ area_{circle} / area_{square} \],
+ * where \( area_{circle} = \pi * r^2 \) and \( area_{square} = 4 r^2 \).
+ * Hence, the probability is \( \frac{\pi}{4} \).
+ *
+ * The Monte Carlo simulation will produce \( N \) points.
+ * Defining \( N_c \) as the number of point that satisfy \( x^2 + y^2 \le 1 \),
+ * we will have \( \frac{N_c}{N} \approx \frac{\pi}{4} \).
+ */
+public class ComputePi extends MonteCarloIntegration {
+ /** Domain dimension. */
+ private static final int DIMENSION = 2;
+
+ /**
+ * @param source RNG algorithm.
+ */
+ public ComputePi(RandomSource source) {
+ super(source, DIMENSION);
+ }
+
+ /**
+ * Program entry point.
+ *
+ * @param args Arguments.
+ * The order is as follows:
+ * <ol>
+ * <li>
+ * Number of random 2-dimensional points to generate.
+ * </li>
+ * <li>
+ * {@link RandomSource Random source identifier}.
+ * </li>
+ * </ol>
+ */
+ public static void main(String[] args) {
+ if (args.length != 2) {
+ throw new IllegalStateException("Missing arguments");
+ }
+
+ final long numPoints = Long.parseLong(args[0]);
+ final RandomSource randomSource = RandomSource.valueOf(args[1]);
+
+ final ComputePi piApp = new ComputePi(randomSource);
+ final double piMC = piApp.compute(numPoints);
+
+ //CHECKSTYLE: stop all
+ System.out.println("After generating " + (DIMENSION * numPoints) +
+ " random numbers, the error on 𝛑 is " + Math.abs(piMC - Math.PI));
+ //CHECKSTYLE: resume all
+ }
+
+ /**
+ * @param numPoints Number of random points to generate.
+ * @return the approximate value of pi.
+ */
+ public double compute(long numPoints) {
+ return 4 * integrate(numPoints);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected boolean isInside(double ... rand) {
+ final double r2 = rand[0] * rand[0] + rand[1] * rand[1];
+ return r2 <= 1;
+ }
+}
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/MonteCarloIntegration.java
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/MonteCarloIntegration.java b/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/MonteCarloIntegration.java
new file mode 100644
index 0000000..d15a5be
--- /dev/null
+++ b/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/MonteCarloIntegration.java
@@ -0,0 +1,90 @@
+/*
+ * 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.examples.quadrature;
+
+import org.apache.commons.rng.UniformRandomProvider;
+import org.apache.commons.rng.simple.RandomSource;
+
+/**
+ * <a href="https://en.wikipedia.org/wiki/Monte_Carlo_integration">Monte-Carlo method</a>
+ * for approximating an integral on a n-dimensional unit cube.
+ */
+public abstract class MonteCarloIntegration {
+ /** RNG. */
+ private final UniformRandomProvider rng;
+ /** Integration domain dimension. */
+ private final int dimension;
+
+ /**
+ * Simulation constructor.
+ *
+ * @param source RNG algorithm.
+ * @param dimension Integration domain dimension.
+ */
+ public MonteCarloIntegration(RandomSource source,
+ int dimension) {
+ this.rng = RandomSource.create(source);
+ this.dimension = dimension;
+ }
+
+ /**
+ * Run the Monte-Carlo integration.
+ *
+ * @param n Number of random points to generate.
+ * @return the integral.
+ */
+ public double integrate(long n) {
+ double result = 0;
+ long inside = 0;
+ long total = 0;
+ while (total < n) {
+ if (isInside(generateU01())) {
+ ++inside;
+ }
+
+ ++total;
+ result = inside / (double) total;
+ }
+
+ return result;
+ }
+
+ /**
+ * Indicates whether the given points is inside the region whose
+ * integral is computed.
+ *
+ * @param point Point whose coordinates are random numbers uniformly
+ * distributed in the unit interval.
+ * @return {@code true} if the {@code point} is inside.
+ */
+ protected abstract boolean isInside(double ... point);
+
+ /**
+ * @return a value from a random sequence uniformly distributed
+ * in the {@code [0, 1)} interval.
+ */
+ private double[] generateU01() {
+ final double[] rand = new double[dimension];
+
+ for (int i = 0; i < dimension; i++) {
+ rand[i] = rng.nextDouble();
+ }
+
+ return rand;
+ }
+}
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/package-info.java
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/package-info.java b/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/package-info.java
new file mode 100644
index 0000000..ac1719d
--- /dev/null
+++ b/commons-rng-examples/examples-quadrature/src/main/java/org/apache/commons/rng/examples/quadrature/package-info.java
@@ -0,0 +1,27 @@
+/*
+ * 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.
+ */
+
+/**
+ * <h3>Monte-Carlo integration</h3>
+ *
+ * <p>
+ * This package contains a simple application that uses many
+ * uniformly-distributed random numbers.
+ * </p>
+ */
+
+package org.apache.commons.rng.examples.quadrature;
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-sampling/LICENSE.txt
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-sampling/LICENSE.txt b/commons-rng-examples/examples-sampling/LICENSE.txt
new file mode 100644
index 0000000..de777e4
--- /dev/null
+++ b/commons-rng-examples/examples-sampling/LICENSE.txt
@@ -0,0 +1,275 @@
+ Apache License
+ Version 2.0, January 2004
+ http://www.apache.org/licenses/
+
+ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+ 1. Definitions.
+
+ "License" shall mean the terms and conditions for use, reproduction,
+ and distribution as defined by Sections 1 through 9 of this document.
+
+ "Licensor" shall mean the copyright owner or entity authorized by
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+ "Legal Entity" shall mean the union of the acting entity and all
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+ "You" (or "Your") shall mean an individual or Legal Entity
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+
+ "Work" shall mean the work of authorship, whether in Source or
+ Object form, made available under the License, as indicated by a
+ copyright notice that is included in or attached to the work
+ (an example is provided in the Appendix below).
+
+ "Derivative Works" shall mean any work, whether in Source or Object
+ form, that is based on (or derived from) the Work and for which the
+ editorial revisions, annotations, elaborations, or other modifications
+ represent, as a whole, an original work of authorship. For the purposes
+ of this License, Derivative Works shall not include works that remain
+ separable from, or merely link (or bind by name) to the interfaces of,
+ the Work and Derivative Works thereof.
+
+ "Contribution" shall mean any work of authorship, including
+ the original version of the Work and any modifications or additions
+ to that Work or Derivative Works thereof, that is intentionally
+ submitted to Licensor for inclusion in the Work by the copyright owner
+ or by an individual or Legal Entity authorized to submit on behalf of
+ the copyright owner. For the purposes of this definition, "submitted"
+ means any form of electronic, verbal, or written communication sent
+ to the Licensor or its representatives, including but not limited to
+ communication on electronic mailing lists, source code control systems,
+ and issue tracking systems that are managed by, or on behalf of, the
+ Licensor for the purpose of discussing and improving the Work, but
+ excluding communication that is conspicuously marked or otherwise
+ designated in writing by the copyright owner as "Not a Contribution."
+
+ "Contributor" shall mean Licensor and any individual or Legal Entity
+ on behalf of whom a Contribution has been received by Licensor and
+ subsequently incorporated within the Work.
+
+ 2. Grant of Copyright License. Subject to the terms and conditions of
+ this License, each Contributor hereby grants to You a perpetual,
+ worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+ copyright license to reproduce, prepare Derivative Works of,
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+ Work and such Derivative Works in Source or Object form.
+
+ 3. Grant of Patent License. Subject to the terms and conditions of
+ this License, each Contributor hereby grants to You a perpetual,
+ worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+ (except as stated in this section) patent license to make, have made,
+ use, offer to sell, sell, import, and otherwise transfer the Work,
+ where such license applies only to those patent claims licensable
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+ Contribution(s) alone or by combination of their Contribution(s)
+ with the Work to which such Contribution(s) was submitted. If You
+ institute patent litigation against any entity (including a
+ cross-claim or counterclaim in a lawsuit) alleging that the Work
+ or a Contribution incorporated within the Work constitutes direct
+ or contributory patent infringement, then any patent licenses
+ granted to You under this License for that Work shall terminate
+ as of the date such litigation is filed.
+
+ 4. Redistribution. You may reproduce and distribute copies of the
+ Work or Derivative Works thereof in any medium, with or without
+ modifications, and in Source or Object form, provided that You
+ meet the following conditions:
+
+ (a) You must give any other recipients of the Work or
+ Derivative Works a copy of this License; and
+
+ (b) You must cause any modified files to carry prominent notices
+ stating that You changed the files; and
+
+ (c) You must retain, in the Source form of any Derivative Works
+ that You distribute, all copyright, patent, trademark, and
+ attribution notices from the Source form of the Work,
+ excluding those notices that do not pertain to any part of
+ the Derivative Works; and
+
+ (d) If the Work includes a "NOTICE" text file as part of its
+ distribution, then any Derivative Works that You distribute must
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+ of the following places: within a NOTICE text file distributed
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+ within a display generated by the Derivative Works, if and
+ wherever such third-party notices normally appear. The contents
+ of the NOTICE file are for informational purposes only and
+ do not modify the License. You may add Your own attribution
+ notices within Derivative Works that You distribute, alongside
+ or as an addendum to the NOTICE text from the Work, provided
+ that such additional attribution notices cannot be construed
+ as modifying the License.
+
+ You may add Your own copyright statement to Your modifications and
+ may provide additional or different license terms and conditions
+ for use, reproduction, or distribution of Your modifications, or
+ for any such Derivative Works as a whole, provided Your use,
+ reproduction, and distribution of the Work otherwise complies with
+ the conditions stated in this License.
+
+ 5. Submission of Contributions. Unless You explicitly state otherwise,
+ any Contribution intentionally submitted for inclusion in the Work
+ by You to the Licensor shall be under the terms and conditions of
+ this License, without any additional terms or conditions.
+ Notwithstanding the above, nothing herein shall supersede or modify
+ the terms of any separate license agreement you may have executed
+ with Licensor regarding such Contributions.
+
+ 6. Trademarks. This License does not grant permission to use the trade
+ names, trademarks, service marks, or product names of the Licensor,
+ except as required for reasonable and customary use in describing the
+ origin of the Work and reproducing the content of the NOTICE file.
+
+ 7. Disclaimer of Warranty. Unless required by applicable law or
+ agreed to in writing, Licensor provides the Work (and each
+ Contributor provides its Contributions) on an "AS IS" BASIS,
+ WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
+ implied, including, without limitation, any warranties or conditions
+ of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
+ PARTICULAR PURPOSE. You are solely responsible for determining the
+ appropriateness of using or redistributing the Work and assume any
+ risks associated with Your exercise of permissions under this License.
+
+ 8. Limitation of Liability. In no event and under no legal theory,
+ whether in tort (including negligence), contract, or otherwise,
+ unless required by applicable law (such as deliberate and grossly
+ negligent acts) or agreed to in writing, shall any Contributor be
+ liable to You for damages, including any direct, indirect, special,
+ incidental, or consequential damages of any character arising as a
+ result of this License or out of the use or inability to use the
+ Work (including but not limited to damages for loss of goodwill,
+ work stoppage, computer failure or malfunction, or any and all
+ other commercial damages or losses), even if such Contributor
+ has been advised of the possibility of such damages.
+
+ 9. Accepting Warranty or Additional Liability. While redistributing
+ the Work or Derivative Works thereof, You may choose to offer,
+ and charge a fee for, acceptance of support, warranty, indemnity,
+ or other liability obligations and/or rights consistent with this
+ License. However, in accepting such obligations, You may act only
+ on Your own behalf and on Your sole responsibility, not on behalf
+ of any other Contributor, and only if You agree to indemnify,
+ defend, and hold each Contributor harmless for any liability
+ incurred by, or claims asserted against, such Contributor by reason
+ of your accepting any such warranty or additional liability.
+
+ END OF TERMS AND CONDITIONS
+
+ APPENDIX: How to apply the Apache License to your work.
+
+ To apply the Apache License to your work, attach the following
+ boilerplate notice, with the fields enclosed by brackets "[]"
+ replaced with your own identifying information. (Don't include
+ the brackets!) The text should be enclosed in the appropriate
+ comment syntax for the file format. We also recommend that a
+ file or class name and description of purpose be included on the
+ same "printed page" as the copyright notice for easier
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+ Copyright [yyyy] [name of copyright owner]
+
+ Licensed 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.
+
+================================================================================
+
+Class "org.apache.commons.rng.internal.source64.MersenneTwister64" contains
+Java code partly ported from the reference implementation in C.
+That source file contained the following notice:
+
+ Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura,
+ All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without
+ modification, are permitted provided that the following conditions
+ are met:
+
+ 1. Redistributions of source code must retain the above copyright
+ notice, this list of conditions and the following disclaimer.
+
+ 2. Redistributions in binary form must reproduce the above copyright
+ notice, this list of conditions and the following disclaimer in the
+ documentation and/or other materials provided with the distribution.
+
+ 3. The names of its contributors may not be used to endorse or promote
+ products derived from this software without specific prior written
+ permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
+ CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+ EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+ PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+ LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+ NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+================================================================================
+
+Class "org.apache.commons.rng.internal.source32.MersenneTwister" contains
+Java code partly ported from the reference implementation in C.
+That source file contained the following notice:
+
+ Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
+ All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without
+ modification, are permitted provided that the following conditions
+ are met:
+
+ 1. Redistributions of source code must retain the above copyright
+ notice, this list of conditions and the following disclaimer.
+
+ 2. Redistributions in binary form must reproduce the above copyright
+ notice, this list of conditions and the following disclaimer in the
+ documentation and/or other materials provided with the distribution.
+
+ 3. The names of its contributors may not be used to endorse or promote
+ products derived from this software without specific prior written
+ permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
+ CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+ EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+ PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+ LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+ NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+================================================================================
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-sampling/NOTICE.txt
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-sampling/NOTICE.txt b/commons-rng-examples/examples-sampling/NOTICE.txt
new file mode 100644
index 0000000..b2eab86
--- /dev/null
+++ b/commons-rng-examples/examples-sampling/NOTICE.txt
@@ -0,0 +1,5 @@
+Apache Commons RNG
+Copyright 2016-2018 The Apache Software Foundation
+
+This product includes software developed at
+The Apache Software Foundation (http://www.apache.org/).
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-sampling/pom.xml
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-sampling/pom.xml b/commons-rng-examples/examples-sampling/pom.xml
new file mode 100644
index 0000000..490211d
--- /dev/null
+++ b/commons-rng-examples/examples-sampling/pom.xml
@@ -0,0 +1,62 @@
+<?xml version="1.0"?>
+<!--
+ 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.
+-->
+<project xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd"
+ xmlns="http://maven.apache.org/POM/4.0.0"
+ xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
+ <modelVersion>4.0.0</modelVersion>
+
+ <parent>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-examples</artifactId>
+ <version>1.1-SNAPSHOT</version>
+ </parent>
+
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-examples-sampling</artifactId>
+ <version>1.1-SNAPSHOT</version>
+ <name>Apache Commons RNG Sampling Test Example</name>
+
+ <description>Application for calling external tools that perform stringent uniformity tests.
+ Code in this module is not part of the public API.</description>
+
+ <properties>
+ <maven.compiler.source>1.7</maven.compiler.source>
+ <maven.compiler.target>1.7</maven.compiler.target>
+
+ <!-- OSGi -->
+ <commons.osgi.symbolicName>org.apache.commons.rng.examples.sampling</commons.osgi.symbolicName>
+ <commons.osgi.export>org.apache.commons.rng.examples.sampling</commons.osgi.export>
+ <!-- Java 9+ -->
+ <commons.automatic.module.name>org.apache.commons.rng.examples.sampling</commons.automatic.module.name>
+ <!-- Workaround to avoid duplicating config files. -->
+ <rng.parent.dir>${basedir}/../..</rng.parent.dir>
+ </properties>
+
+ <dependencies>
+ <dependency>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-simple</artifactId>
+ </dependency>
+
+ <dependency>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-sampling</artifactId>
+ </dependency>
+ </dependencies>
+
+</project>
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/ProbabilityDensityApproximation.java
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/ProbabilityDensityApproximation.java b/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/ProbabilityDensityApproximation.java
new file mode 100644
index 0000000..3fa5ace
--- /dev/null
+++ b/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/ProbabilityDensityApproximation.java
@@ -0,0 +1,200 @@
+/*
+ * 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.examples.sampling;
+
+import java.io.PrintWriter;
+import java.io.IOException;
+import org.apache.commons.rng.UniformRandomProvider;
+import org.apache.commons.rng.simple.RandomSource;
+import org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler;
+import org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler;
+import org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler;
+import org.apache.commons.rng.sampling.distribution.ChengBetaSampler;
+import org.apache.commons.rng.sampling.distribution.AhrensDieterExponentialSampler;
+import org.apache.commons.rng.sampling.distribution.AhrensDieterMarsagliaTsangGammaSampler;
+import org.apache.commons.rng.sampling.distribution.InverseTransformParetoSampler;
+import org.apache.commons.rng.sampling.distribution.LogNormalSampler;
+import org.apache.commons.rng.sampling.distribution.ContinuousUniformSampler;
+import org.apache.commons.rng.sampling.distribution.GaussianSampler;
+import org.apache.commons.rng.sampling.distribution.ContinuousSampler;
+
+/**
+ * Approximation of the probability density by the histogram of the sampler output.
+ */
+public class ProbabilityDensityApproximation {
+ /** Number of (equal-width) bins in the histogram. */
+ private final int numBins;
+ /** Number of samples to be generated. */
+ private final long numSamples;
+
+ /**
+ * Application.
+ *
+ * @param numBins Number of "equal-width" bins.
+ * @param numSamples Number of samples.
+ */
+ private ProbabilityDensityApproximation(int numBins,
+ long numSamples) {
+ this.numBins = numBins;
+ this.numSamples = numSamples;
+ }
+
+ /**
+ * @param sampler Sampler.
+ * @param min Right abscissa of the first bin: every sample smaller
+ * than that value will increment an additional bin (of infinite width)
+ * placed before the first "equal-width" bin.
+ * @param Left abscissa of the last bin: every sample larger than or
+ * equal to that value will increment an additional bin (of infinite
+ * width) placed after the last "equal-width" bin.
+ * @param output Filename.
+ */
+ private void createDensity(ContinuousSampler sampler,
+ double min,
+ double max,
+ String outputFile)
+ throws IOException {
+ final double binSize = (max - min) / numBins;
+ final long[] histogram = new long[numBins];
+
+ long n = 0;
+ long belowMin = 0;
+ long aboveMax = 0;
+ while (++n < numSamples) {
+ final double r = sampler.sample();
+
+ if (r < min) {
+ ++belowMin;
+ continue;
+ }
+
+ if (r >= max) {
+ ++aboveMax;
+ continue;
+ }
+
+ final int binIndex = (int) ((r - min) / binSize);
+ ++histogram[binIndex];
+ }
+
+ final double binHalfSize = 0.5 * binSize;
+ final double norm = 1 / (binSize * numSamples);
+
+ final PrintWriter out = new PrintWriter(outputFile);
+ out.println("# Sampler: " + sampler);
+ out.println("# Number of bins: " + numBins);
+ out.println("# Min: " + min + " (fraction of samples below: " + (belowMin / (double) numSamples) + ")");
+ out.println("# Max: " + max + " (fraction of samples above: " + (aboveMax / (double) numSamples) + ")");
+ out.println("# Bin width: " + binSize);
+ out.println("# Histogram normalization factor: " + norm);
+ out.println("#");
+ out.println("# " + (min - binHalfSize) + " " + (belowMin * norm));
+ for (int i = 0; i < numBins; i++) {
+ out.println((min + (i + 1) * binSize - binHalfSize) + " " + (histogram[i] * norm));
+ }
+ out.println("# " + (max + binHalfSize) + " " + (aboveMax * norm));
+ out.close();
+ }
+
+ /**
+ * Program entry point.
+ *
+ * @param args Argument. They must be provided, in the following order:
+ * <ol>
+ * <li>Number of "equal-width" bins.</li>
+ * <li>Number of samples.</li>
+ * </ol>
+ * @throws IOException if failure occurred while writing to files.
+ */
+ public static void main(String[] args)
+ throws IOException {
+ final int numBins = Integer.valueOf(args[0]);
+ final long numSamples = Long.valueOf(args[1]);
+ final ProbabilityDensityApproximation app = new ProbabilityDensityApproximation(numBins, numSamples);
+
+ final UniformRandomProvider rng = RandomSource.create(RandomSource.XOR_SHIFT_1024_S);
+
+ final double gaussMean = 1;
+ final double gaussSigma = 2;
+ final double gaussMin = -9;
+ final double gaussMax = 11;
+ app.createDensity(new GaussianSampler(new ZigguratNormalizedGaussianSampler(rng),
+ gaussMean, gaussSigma),
+ gaussMin, gaussMax, "gauss.ziggurat.txt");
+ app.createDensity(new GaussianSampler(new MarsagliaNormalizedGaussianSampler(rng),
+ gaussMean, gaussSigma),
+ gaussMin, gaussMax, "gauss.marsaglia.txt");
+ app.createDensity(new GaussianSampler(new BoxMullerNormalizedGaussianSampler(rng),
+ gaussMean, gaussSigma),
+ gaussMin, gaussMax, "gauss.boxmuller.txt");
+
+ final double alphaBeta = 4.3;
+ final double betaBeta = 2.1;
+ final double betaMin = 0;
+ final double betaMax = 1;
+ app.createDensity(new ChengBetaSampler(rng, alphaBeta, betaBeta),
+ betaMin, betaMax, "beta.case1.txt");
+ final double alphaBetaAlt = 0.5678;
+ final double betaBetaAlt = 0.1234;
+ app.createDensity(new ChengBetaSampler(rng, alphaBetaAlt, betaBetaAlt),
+ betaMin, betaMax, "beta.case2.txt");
+
+ final double meanExp = 3.45;
+ final double expMin = 0;
+ final double expMax = 60;
+ app.createDensity(new AhrensDieterExponentialSampler(rng, meanExp),
+ expMin, expMax, "exp.txt");
+
+ final double thetaGammaSmallerThanOne = 0.1234;
+ final double alphaGamma = 3.456;
+ final double gammaMin = 0;
+ final double gammaMax1 = 40;
+ app.createDensity(new AhrensDieterMarsagliaTsangGammaSampler(rng, alphaGamma, thetaGammaSmallerThanOne),
+ gammaMin, gammaMax1, "gamma.case1.txt");
+ final double thetaGammaLargerThanOne = 2.345;
+ final double gammaMax2 = 70;
+ app.createDensity(new AhrensDieterMarsagliaTsangGammaSampler(rng, alphaGamma, thetaGammaLargerThanOne),
+ gammaMin, gammaMax2, "gamma.case2.txt");
+
+ final double scalePareto = 23.45;
+ final double shapePareto = 0.789;
+ final double paretoMin = 23;
+ final double paretoMax = 400;
+ app.createDensity(new InverseTransformParetoSampler(rng, scalePareto, shapePareto),
+ paretoMin, paretoMax, "pareto.txt");
+
+ final double loUniform = -9.876;
+ final double hiUniform = 5.432;
+ app.createDensity(new ContinuousUniformSampler(rng, loUniform, hiUniform),
+ loUniform, hiUniform, "uniform.txt");
+
+ final double scaleLogNormal = 2.345;
+ final double shapeLogNormal = 0.1234;
+ final double logNormalMin = 5;
+ final double logNormalMax = 25;
+ app.createDensity(new LogNormalSampler(new ZigguratNormalizedGaussianSampler(rng),
+ scaleLogNormal, shapeLogNormal),
+ logNormalMin, logNormalMax, "lognormal.ziggurat.txt");
+ app.createDensity(new LogNormalSampler(new MarsagliaNormalizedGaussianSampler(rng),
+ scaleLogNormal, shapeLogNormal),
+ logNormalMin, logNormalMax, "lognormal.marsaglia.txt");
+ app.createDensity(new LogNormalSampler(new BoxMullerNormalizedGaussianSampler(rng),
+ scaleLogNormal, shapeLogNormal),
+ logNormalMin, logNormalMax, "lognormal.boxmuller.txt");
+ }
+}
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/UniformSamplingVisualCheck.java
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/UniformSamplingVisualCheck.java b/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/UniformSamplingVisualCheck.java
new file mode 100644
index 0000000..b7c901c
--- /dev/null
+++ b/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/UniformSamplingVisualCheck.java
@@ -0,0 +1,81 @@
+/*
+ * 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.examples.sampling;
+
+import org.apache.commons.rng.UniformRandomProvider;
+import org.apache.commons.rng.simple.RandomSource;
+import org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler;
+import org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler;
+import org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler;
+import org.apache.commons.rng.sampling.distribution.ContinuousSampler;
+
+/**
+ * Creates 2D plot of sampling output.
+ * It is a "manual" check that could help ensure that no artefacts
+ * exist in some tiny region of the expected range, due to loss of
+ * accuracy, e.g. when porting C code based on 32-bits "float" to
+ * "Commons RNG" that uses Java "double" (64-bits).
+ */
+public class UniformSamplingVisualCheck {
+ /** RNG. */
+ private final UniformRandomProvider rng = RandomSource.create(RandomSource.XOR_SHIFT_1024_S);
+ /** Samplers. */
+ private final ContinuousSampler[] samplers = new ContinuousSampler[] {
+ new ZigguratNormalizedGaussianSampler(rng),
+ new MarsagliaNormalizedGaussianSampler(rng),
+ new BoxMullerNormalizedGaussianSampler(rng),
+ };
+
+ /**
+ * Program entry point.
+ *
+ * @param args Unused.
+ */
+ public static void main(String[] args) {
+ final float lo = 0.1f;
+ final int bands = 2;
+ float hi = lo;
+ for (int i = 0; i < bands; i++) {
+ hi = Math.nextUp(hi);
+ }
+ System.out.printf("# lo=%.10e hi=%.10e", lo, hi);
+ System.out.println();
+
+ final UniformSamplingVisualCheck app = new UniformSamplingVisualCheck();
+
+ while (true) {
+ System.out.printf("%.16e\t", app.rng.nextDouble());
+
+ for (ContinuousSampler s : app.samplers) {
+ while (true) {
+ final double r = s.sample();
+ if (r < lo ||
+ r > hi) {
+ // Discard numbers outside the tiny region.
+ continue;
+ }
+
+ System.out.printf("%.16e ", r);
+ break;
+ }
+ }
+
+ System.out.println();
+ }
+ }
+}
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/package-info.java
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/package-info.java b/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/package-info.java
new file mode 100644
index 0000000..8f7a268
--- /dev/null
+++ b/commons-rng-examples/examples-sampling/src/main/java/org/apache/commons/rng/examples/sampling/package-info.java
@@ -0,0 +1,27 @@
+/*
+ * 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.
+ */
+
+/**
+ * <h3>Sampling</h3>
+ *
+ * <p>
+ * This package contains usage examples of the samplers provided in the
+ * <a href="http://commons.apache.org/rng">Commons RNG</a> library.
+ * </p>
+ */
+
+package org.apache.commons.rng.examples.sampling;
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-stress/LICENSE.txt
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-stress/LICENSE.txt b/commons-rng-examples/examples-stress/LICENSE.txt
new file mode 100644
index 0000000..de777e4
--- /dev/null
+++ b/commons-rng-examples/examples-stress/LICENSE.txt
@@ -0,0 +1,275 @@
+ Apache License
+ Version 2.0, January 2004
+ http://www.apache.org/licenses/
+
+ TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+ 1. Definitions.
+
+ "License" shall mean the terms and conditions for use, reproduction,
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+ "Work" shall mean the work of authorship, whether in Source or
+ Object form, made available under the License, as indicated by a
+ copyright notice that is included in or attached to the work
+ (an example is provided in the Appendix below).
+
+ "Derivative Works" shall mean any work, whether in Source or Object
+ form, that is based on (or derived from) the Work and for which the
+ editorial revisions, annotations, elaborations, or other modifications
+ represent, as a whole, an original work of authorship. For the purposes
+ of this License, Derivative Works shall not include works that remain
+ separable from, or merely link (or bind by name) to the interfaces of,
+ the Work and Derivative Works thereof.
+
+ "Contribution" shall mean any work of authorship, including
+ the original version of the Work and any modifications or additions
+ to that Work or Derivative Works thereof, that is intentionally
+ submitted to Licensor for inclusion in the Work by the copyright owner
+ or by an individual or Legal Entity authorized to submit on behalf of
+ the copyright owner. For the purposes of this definition, "submitted"
+ means any form of electronic, verbal, or written communication sent
+ to the Licensor or its representatives, including but not limited to
+ communication on electronic mailing lists, source code control systems,
+ and issue tracking systems that are managed by, or on behalf of, the
+ Licensor for the purpose of discussing and improving the Work, but
+ excluding communication that is conspicuously marked or otherwise
+ designated in writing by the copyright owner as "Not a Contribution."
+
+ "Contributor" shall mean Licensor and any individual or Legal Entity
+ on behalf of whom a Contribution has been received by Licensor and
+ subsequently incorporated within the Work.
+
+ 2. Grant of Copyright License. Subject to the terms and conditions of
+ this License, each Contributor hereby grants to You a perpetual,
+ worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+ copyright license to reproduce, prepare Derivative Works of,
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+ Work and such Derivative Works in Source or Object form.
+
+ 3. Grant of Patent License. Subject to the terms and conditions of
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+ worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+ (except as stated in this section) patent license to make, have made,
+ use, offer to sell, sell, import, and otherwise transfer the Work,
+ where such license applies only to those patent claims licensable
+ by such Contributor that are necessarily infringed by their
+ Contribution(s) alone or by combination of their Contribution(s)
+ with the Work to which such Contribution(s) was submitted. If You
+ institute patent litigation against any entity (including a
+ cross-claim or counterclaim in a lawsuit) alleging that the Work
+ or a Contribution incorporated within the Work constitutes direct
+ or contributory patent infringement, then any patent licenses
+ granted to You under this License for that Work shall terminate
+ as of the date such litigation is filed.
+
+ 4. Redistribution. You may reproduce and distribute copies of the
+ Work or Derivative Works thereof in any medium, with or without
+ modifications, and in Source or Object form, provided that You
+ meet the following conditions:
+
+ (a) You must give any other recipients of the Work or
+ Derivative Works a copy of this License; and
+
+ (b) You must cause any modified files to carry prominent notices
+ stating that You changed the files; and
+
+ (c) You must retain, in the Source form of any Derivative Works
+ that You distribute, all copyright, patent, trademark, and
+ attribution notices from the Source form of the Work,
+ excluding those notices that do not pertain to any part of
+ the Derivative Works; and
+
+ (d) If the Work includes a "NOTICE" text file as part of its
+ distribution, then any Derivative Works that You distribute must
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+ within a display generated by the Derivative Works, if and
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+ of the NOTICE file are for informational purposes only and
+ do not modify the License. You may add Your own attribution
+ notices within Derivative Works that You distribute, alongside
+ or as an addendum to the NOTICE text from the Work, provided
+ that such additional attribution notices cannot be construed
+ as modifying the License.
+
+ You may add Your own copyright statement to Your modifications and
+ may provide additional or different license terms and conditions
+ for use, reproduction, or distribution of Your modifications, or
+ for any such Derivative Works as a whole, provided Your use,
+ reproduction, and distribution of the Work otherwise complies with
+ the conditions stated in this License.
+
+ 5. Submission of Contributions. Unless You explicitly state otherwise,
+ any Contribution intentionally submitted for inclusion in the Work
+ by You to the Licensor shall be under the terms and conditions of
+ this License, without any additional terms or conditions.
+ Notwithstanding the above, nothing herein shall supersede or modify
+ the terms of any separate license agreement you may have executed
+ with Licensor regarding such Contributions.
+
+ 6. Trademarks. This License does not grant permission to use the trade
+ names, trademarks, service marks, or product names of the Licensor,
+ except as required for reasonable and customary use in describing the
+ origin of the Work and reproducing the content of the NOTICE file.
+
+ 7. Disclaimer of Warranty. Unless required by applicable law or
+ agreed to in writing, Licensor provides the Work (and each
+ Contributor provides its Contributions) on an "AS IS" BASIS,
+ WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
+ implied, including, without limitation, any warranties or conditions
+ of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
+ PARTICULAR PURPOSE. You are solely responsible for determining the
+ appropriateness of using or redistributing the Work and assume any
+ risks associated with Your exercise of permissions under this License.
+
+ 8. Limitation of Liability. In no event and under no legal theory,
+ whether in tort (including negligence), contract, or otherwise,
+ unless required by applicable law (such as deliberate and grossly
+ negligent acts) or agreed to in writing, shall any Contributor be
+ liable to You for damages, including any direct, indirect, special,
+ incidental, or consequential damages of any character arising as a
+ result of this License or out of the use or inability to use the
+ Work (including but not limited to damages for loss of goodwill,
+ work stoppage, computer failure or malfunction, or any and all
+ other commercial damages or losses), even if such Contributor
+ has been advised of the possibility of such damages.
+
+ 9. Accepting Warranty or Additional Liability. While redistributing
+ the Work or Derivative Works thereof, You may choose to offer,
+ and charge a fee for, acceptance of support, warranty, indemnity,
+ or other liability obligations and/or rights consistent with this
+ License. However, in accepting such obligations, You may act only
+ on Your own behalf and on Your sole responsibility, not on behalf
+ of any other Contributor, and only if You agree to indemnify,
+ defend, and hold each Contributor harmless for any liability
+ incurred by, or claims asserted against, such Contributor by reason
+ of your accepting any such warranty or additional liability.
+
+ END OF TERMS AND CONDITIONS
+
+ APPENDIX: How to apply the Apache License to your work.
+
+ To apply the Apache License to your work, attach the following
+ boilerplate notice, with the fields enclosed by brackets "[]"
+ replaced with your own identifying information. (Don't include
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+ file or class name and description of purpose be included on the
+ same "printed page" as the copyright notice for easier
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+ Copyright [yyyy] [name of copyright owner]
+
+ Licensed 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.
+
+================================================================================
+
+Class "org.apache.commons.rng.internal.source64.MersenneTwister64" contains
+Java code partly ported from the reference implementation in C.
+That source file contained the following notice:
+
+ Copyright (C) 2004, Makoto Matsumoto and Takuji Nishimura,
+ All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without
+ modification, are permitted provided that the following conditions
+ are met:
+
+ 1. Redistributions of source code must retain the above copyright
+ notice, this list of conditions and the following disclaimer.
+
+ 2. Redistributions in binary form must reproduce the above copyright
+ notice, this list of conditions and the following disclaimer in the
+ documentation and/or other materials provided with the distribution.
+
+ 3. The names of its contributors may not be used to endorse or promote
+ products derived from this software without specific prior written
+ permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
+ CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+ EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+ PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+ LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+ NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+================================================================================
+
+Class "org.apache.commons.rng.internal.source32.MersenneTwister" contains
+Java code partly ported from the reference implementation in C.
+That source file contained the following notice:
+
+ Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
+ All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without
+ modification, are permitted provided that the following conditions
+ are met:
+
+ 1. Redistributions of source code must retain the above copyright
+ notice, this list of conditions and the following disclaimer.
+
+ 2. Redistributions in binary form must reproduce the above copyright
+ notice, this list of conditions and the following disclaimer in the
+ documentation and/or other materials provided with the distribution.
+
+ 3. The names of its contributors may not be used to endorse or promote
+ products derived from this software without specific prior written
+ permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+ A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR
+ CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+ EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+ PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+ PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+ LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+ NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+================================================================================
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-stress/NOTICE.txt
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-stress/NOTICE.txt b/commons-rng-examples/examples-stress/NOTICE.txt
new file mode 100644
index 0000000..b2eab86
--- /dev/null
+++ b/commons-rng-examples/examples-stress/NOTICE.txt
@@ -0,0 +1,5 @@
+Apache Commons RNG
+Copyright 2016-2018 The Apache Software Foundation
+
+This product includes software developed at
+The Apache Software Foundation (http://www.apache.org/).
http://git-wip-us.apache.org/repos/asf/commons-rng/blob/2fdb5227/commons-rng-examples/examples-stress/pom.xml
----------------------------------------------------------------------
diff --git a/commons-rng-examples/examples-stress/pom.xml b/commons-rng-examples/examples-stress/pom.xml
new file mode 100644
index 0000000..9f2c9c9
--- /dev/null
+++ b/commons-rng-examples/examples-stress/pom.xml
@@ -0,0 +1,62 @@
+<?xml version="1.0"?>
+<!--
+ 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.
+-->
+<project xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd"
+ xmlns="http://maven.apache.org/POM/4.0.0"
+ xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
+ <modelVersion>4.0.0</modelVersion>
+
+ <parent>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-examples</artifactId>
+ <version>1.1-SNAPSHOT</version>
+ </parent>
+
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-examples-stress</artifactId>
+ <version>1.1-SNAPSHOT</version>
+ <name>Apache Commons RNG Stress Test Example</name>
+
+ <description>Application for calling external tools that perform stringent uniformity tests.
+ Code in this module is not part of the public API.</description>
+
+ <properties>
+ <maven.compiler.source>1.7</maven.compiler.source>
+ <maven.compiler.target>1.7</maven.compiler.target>
+
+ <!-- OSGi -->
+ <commons.osgi.symbolicName>org.apache.commons.rng.examples.stress</commons.osgi.symbolicName>
+ <commons.osgi.export>org.apache.commons.rng.examples.stress</commons.osgi.export>
+ <!-- Java 9+ -->
+ <commons.automatic.module.name>org.apache.commons.rng.examples.stress</commons.automatic.module.name>
+ <!-- Workaround to avoid duplicating config files. -->
+ <rng.parent.dir>${basedir}/../..</rng.parent.dir>
+ </properties>
+
+ <dependencies>
+ <dependency>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-simple</artifactId>
+ </dependency>
+
+ <dependency>
+ <groupId>org.apache.commons</groupId>
+ <artifactId>commons-rng-sampling</artifactId>
+ </dependency>
+ </dependencies>
+
+</project>