public abstract class ZigguratSampler extends Object implements SharedStateContinuousSampler
Uses the algorithm from:
McFarland, C.D. (2016)
"A modified ziggurat algorithm for generating exponentially and normally distributed pseudorandom numbers".
Journal of Statistical Computation and Simulation 86, 1281-1294.
Note: The algorithm is a modification of the
Marsaglia and Tsang "Ziggurat" method
.
The modification improves performance by:
\ ----------+\ | \ B |A \ -------------+\ | \
Sampling uses UniformRandomProvider.nextLong()
.
Modifier and Type | Class and Description |
---|---|
static class |
ZigguratSampler.Exponential
Modified ziggurat method for sampling from an exponential distribution.
|
static class |
ZigguratSampler.NormalizedGaussian
Modified ziggurat method for sampling from a Gaussian distribution with
mean 0 and standard deviation 1.
|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
sample, samples, samples
withUniformRandomProvider
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