org.apache.commons.math3.distribution

Class BetaDistribution.ChengBetaSampler

java.lang.Object

org.apache.commons.math3.distribution.BetaDistribution.ChengBetaSampler

Enclosing class:

BetaDistribution

private static final class BetaDistribution.ChengBetaSampler
extends java.lang.Object

Utility class implementing Cheng's algorithms for beta distribution sampling.

R. C. H. Cheng, "Generating beta variates with nonintegral shape parameters.". Communications of the ACM, 21, 317–322, 1978.

Since:

3.6

Constructor Summary

Constructors

Modifier	Constructor and Description
private	BetaDistribution.ChengBetaSampler()

Method Summary

Methods

Modifier and Type	Method and Description
private static double	algorithmBB(RandomGenerator random, double a0, double a, double b) Returns one sample using Cheng's BB algorithm, when both α and β are greater than 1.
private static double	algorithmBC(RandomGenerator random, double a0, double a, double b) Returns one sample using Cheng's BC algorithm, when at least one of α and β is smaller than 1.
(package private) static double	sample(RandomGenerator random, double alpha, double beta) Returns one sample using Cheng's sampling algorithm.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BetaDistribution.ChengBetaSampler

private BetaDistribution.ChengBetaSampler()

Method Detail

sample

static double sample(RandomGenerator random,
            double alpha,
            double beta)

Returns one sample using Cheng's sampling algorithm.

Parameters:

random - random generator to use

alpha - distribution first shape parameter

beta - distribution second shape parameter

Returns:

sampled value

algorithmBB

private static double algorithmBB(RandomGenerator random,
                 double a0,
                 double a,
                 double b)

Returns one sample using Cheng's BB algorithm, when both α and β are greater than 1.

Parameters:

random - random generator to use

a0 - distribution first shape parameter (α)

a - min(α, β) where α, β are the two distribution shape parameters

b - max(α, β) where α, β are the two distribution shape parameters

Returns:

sampled value

algorithmBC

private static double algorithmBC(RandomGenerator random,
                 double a0,
                 double a,
                 double b)

Returns one sample using Cheng's BC algorithm, when at least one of α and β is smaller than 1.

Parameters:

random - random generator to use

a0 - distribution first shape parameter (α)

a - max(α, β) where α, β are the two distribution shape parameters

b - min(α, β) where α, β are the two distribution shape parameters

Returns:

sampled value