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/*
* Copyright 1997-2022 Optimatika
*
* Permission is hereby granted, free of charge, to any person obtaining a copy
* of this software and associated documentation files (the "Software"), to deal
* in the Software without restriction, including without limitation the rights
* to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
* copies of the Software, and to permit persons to whom the Software is
* furnished to do so, subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in
* all copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
* FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
* AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
* LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
* OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
* SOFTWARE.
*/
package org.ojalgo.commons.math3.distribution;
import org.apache.commons.math3.distribution.RealDistribution;
import org.ojalgo.random.ContinuousDistribution;
import org.ojalgo.random.RandomNumber;
/**
* Wraps any Apache {@link RealDistribution} and turns it into an ojAlgo {@link ContinuousDistribution}.
*
* @author apete
*/
public final class RealDistributionWrapper extends RandomNumber implements ContinuousDistribution {
public static RealDistributionWrapper of(final D delegateDistribution) {
return new RealDistributionWrapper<>(delegateDistribution);
}
private final D myDelegate;
private RealDistributionWrapper(final D delegateDistribution) {
super();
myDelegate = delegateDistribution;
}
public D getDelegate() {
return myDelegate;
}
@Override
public double getDensity(final double value) {
return myDelegate.density(value);
}
public double getDistribution(final double value) {
return myDelegate.cumulativeProbability(value);
}
public double getExpected() {
return myDelegate.getNumericalMean();
}
public double getQuantile(final double probability) {
return myDelegate.inverseCumulativeProbability(probability);
}
@Override
public double getStandardDeviation() {
return Math.sqrt(this.getVariance());
}
@Override
public double getVariance() {
return myDelegate.getNumericalVariance();
}
@Override
protected double generate() {
return myDelegate.sample();
}
}