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Serializable pseudo-random number generators and distributions.
/*
* Copyright (c) 2023 See AUTHORS file.
*
* 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.
*
*/
package com.github.tommyettinger.random.distribution;
import com.github.tommyettinger.digital.MathTools;
import com.github.tommyettinger.random.EnhancedRandom;
import com.github.tommyettinger.random.AceRandom;
/**
* A two-parameter distribution with infinite range.
* @see Wikipedia's page on this distribution.
*/
public class LaplaceDistribution extends Distribution {
public String getTag() {
return "Laplace";
}
@Override
public LaplaceDistribution copy() {
return new LaplaceDistribution(generator.copy(), alpha, mu);
}
private double alpha;
private double mu;
public double getAlpha() {
return alpha;
}
public double getMu() {
return mu;
}
@Override
public double getParameterA() {
return alpha;
}
@Override
public double getParameterB() {
return mu;
}
/**
* Uses an {@link AceRandom}, alpha = 1.0, mu = 0.0 .
*/
public LaplaceDistribution() {
this(new AceRandom(), 1.0, 1.0);
}
/**
* Uses an {@link AceRandom} and the given alpha and mu.
*/
public LaplaceDistribution(double alpha, double mu) {
this(new AceRandom(), alpha, mu);
}
/**
* Uses the given EnhancedRandom directly. Uses the given alpha and mu.
*/
public LaplaceDistribution(EnhancedRandom generator, double alpha, double mu)
{
this.generator = generator;
if(!setParameters(alpha, mu, 0.0))
throw new IllegalArgumentException("Given alpha and/or mu are invalid.");
}
@Override
public double getMaximum() {
return Double.POSITIVE_INFINITY;
}
@Override
public double getMean() {
return mu;
}
@Override
public double getMedian() {
return mu;
}
@Override
public double getMinimum() {
return Double.NEGATIVE_INFINITY;
}
@Override
public double[] getMode() {
return new double[] { mu };
}
@Override
public double getVariance() {
return 2.0 * alpha * alpha;
}
/**
* Sets all parameters and returns true if they are valid, otherwise leaves parameters unchanged and returns false.
* @param a alpha; should be greater than 0.0
* @param b mu; must not be NaN
* @param c ignored
* @return true if the parameters given are valid and will be used
*/
@Override
public boolean setParameters(double a, double b, double c) {
if(a > 0.0 && !Double.isNaN(b) ){
alpha = a;
mu = b;
return true;
}
return false;
}
@Override
public double nextDouble() {
return sample(generator, alpha, mu);
}
public static double sample(EnhancedRandom generator, double alpha, double mu) {
double rand = 0.5 - generator.nextExclusiveDouble();
double tmp = MathTools.isZero(rand, 0x1p-66) ? Double.NEGATIVE_INFINITY : Math.log(2.0 * Math.abs(rand));
return mu - alpha * Math.signum(rand) * tmp;
}
}