Package | Description |
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org.apache.commons.rng.sampling.distribution |
This package contains classes for sampling from statistical distributions.
|
Modifier and Type | Class and Description |
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class |
BoxMullerNormalizedGaussianSampler
Box-Muller algorithm for sampling from Gaussian distribution with
mean 0 and standard deviation 1.
|
class |
MarsagliaNormalizedGaussianSampler
Marsaglia polar method for sampling from a Gaussian distribution
with mean 0 and standard deviation 1.
|
class |
ZigguratNormalizedGaussianSampler
Marsaglia and Tsang "Ziggurat" method for sampling from a Gaussian
distribution with mean 0 and standard deviation 1.
|
static class |
ZigguratSampler.NormalizedGaussian
Modified ziggurat method for sampling from a Gaussian distribution with
mean 0 and standard deviation 1.
|
Modifier and Type | Method and Description |
---|---|
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> |
MarsagliaNormalizedGaussianSampler.of(UniformRandomProvider rng)
Create a new normalised Gaussian sampler.
|
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> |
BoxMullerNormalizedGaussianSampler.of(UniformRandomProvider rng)
Create a new normalised Gaussian sampler.
|
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> |
ZigguratNormalizedGaussianSampler.of(UniformRandomProvider rng)
Create a new normalised Gaussian sampler.
|
Modifier and Type | Method and Description |
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static SharedStateContinuousSampler |
LogNormalSampler.of(NormalizedGaussianSampler gaussian,
double mu,
double sigma)
Create a new log-normal distribution sampler.
|
static SharedStateContinuousSampler |
GaussianSampler.of(NormalizedGaussianSampler normalized,
double mean,
double standardDeviation)
Create a new normalised Gaussian sampler.
|
Constructor and Description |
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GaussianSampler(NormalizedGaussianSampler normalized,
double mean,
double standardDeviation) |
LogNormalSampler(NormalizedGaussianSampler gaussian,
double mu,
double sigma) |
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