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Added random generators for exponential, gamma and Nakagami distributions.
Fixes #421
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‎hipparchus-core/src/changes/changes.xml‎

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</properties>
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<body>
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<release version="4.1" date="TBD" description="TBD">
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<action dev="luc" type="add" issue="issues/421">
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Added random generators for exponential, gamma and Nakagami distributions.
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</action>
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<action dev="luc" type="add" due-to="Xavier Vasseur" issue="issues/419">
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Added half Cauchy, half normal and inverse gamma distributions.
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</action>
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<action dev="luc" type="add" issue="issues/406">
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Added AxisChecker helper class to check grid data consistency.
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</action>

‎hipparchus-core/src/main/java/org/hipparchus/random/AbstractNonUniformGenerator.java‎

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/*
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* Licensed to the Hipparchus project under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The Hipparchus project licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.hipparchus.random;
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/**
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* Base class for generating non-uniform random variates from an underlying uniform generator.
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* @author Luc Maisonobe
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*/
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public abstract class AbstractNonUniformGenerator implements NonUniformGenerator
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{
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/** Underlying random generator. */
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private final RandomGenerator random;
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/**
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* Simple constructor.
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* @param random underlying random generator
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*/
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public AbstractNonUniformGenerator(final RandomGenerator random)
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{
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this.random = random;
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}
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/**
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* Generate next uniform variate.
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* @return next uniform variate between 0 and 1
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*/
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protected double nextUniform()
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{
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return random.nextDouble();
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}
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/**
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* Generate next normal variate.
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* @return next normal variate witm mean 0 and standard deviation 1
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*/
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protected double nextNormal()
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{
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return random.nextGaussian();
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}
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}

‎hipparchus-core/src/main/java/org/hipparchus/random/ExponentialGenerator.java‎

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/*
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* Licensed to the Hipparchus project under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The Hipparchus project licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.hipparchus.random;
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import org.hipparchus.util.FastMath;
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/**
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* Procedure to generate variates for exponential distribution.
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* @author Luc Maisonobe
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*/
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public class ExponentialGenerator extends AbstractNonUniformGenerator
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{
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/** Rate parameter */
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private final double lambda;
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/**
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* Simple constructor.
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* @param random underlying random generator
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* @param lambda rate parameter
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*/
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public ExponentialGenerator(final RandomGenerator random, final double lambda)
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{
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super(random);
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this.lambda = lambda;
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}
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/** {@inheritDoc} */
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@Override
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public double nextVariate()
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{
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return -FastMath.log(nextUniform()) / lambda;
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}
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}

‎hipparchus-core/src/main/java/org/hipparchus/random/GammaGenerator.java‎

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/*
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* Licensed to the Hipparchus project under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The Hipparchus project licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.hipparchus.random;
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import org.hipparchus.exception.LocalizedCoreFormats;
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import org.hipparchus.exception.MathIllegalStateException;
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import org.hipparchus.util.FastMath;
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/**
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* Procedure to generate variates for gamma distribution.
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* <p>
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* The method used for generation is based on Marsaglia and Tsang
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* 2000 paper <a href="https://doi.org/10.1145/358407.358414">A
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* Simple Method for Generating Gamma Variables</a>
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* </p>
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* @author Luc Maisonobe
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*/
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public class GammaGenerator extends AbstractNonUniformGenerator
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{
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/** Maximum number of rejections allowed before failing. */
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private static final int MAX_REJECTION = 100;
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/** Factor used in squeeze method. */
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private static final double SQUEEZE_FACTOR = 0.0331;
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/** Indicator for shape factor smaller than 1. */
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private final boolean smallShape;
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/** D factor from Marsaglia and Tsang paper. */
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private final double d;
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/** C factor from Marsaglia and Tsang paper. */
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private final double c;
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/** Shape parameter */
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private final double alpha;
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/** Scale parameter */
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private final double theta;
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/**
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* Simple constructor.
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* @param random underlying random generator
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* @param alpha shape parameter
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* @param theta scale parameter (this is the inverse of the rate parameter λ)
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*/
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public GammaGenerator(final RandomGenerator random, final double alpha, final double theta)
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{
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super(random);
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// fix small shape factor to ensure we use at least 1
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final double fixedShape;
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if (alpha < 1.0)
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{
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fixedShape = alpha + 1.0;
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smallShape = true;
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}
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else
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{
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fixedShape = alpha;
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smallShape = false;
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}
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this.d = (3.0 * fixedShape - 1.0) / 3.0;
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this.c = 1.0 / FastMath.sqrt(9.0 * fixedShape - 3.0);
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this.alpha = alpha;
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this.theta = theta;
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}
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/** {@inheritDoc} */
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@Override
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public double nextVariate()
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{
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final double canonical = canonicalVariate();
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return theta * (smallShape ? canonical * FastMath.pow(nextUniform(), 1.0 / alpha): canonical);
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}
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/**
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* Generate canonical variate for shape at least 1 and unit scale
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* @return canonical variate
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*/
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private double canonicalVariate()
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{
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for (int i = 0; i < MAX_REJECTION; ++i)
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{
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// generate the normal variate
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double x = 0;
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double n = -1;
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for (int j = 0; n <= 0 && j < MAX_REJECTION; ++j)
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{
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x = nextNormal();
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n = 1 + c * x;
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}
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// intermediate variate v
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final double v = n * n * n;
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final double dv = d * v;
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// generate uniform variate
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final double u = nextUniform();
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final double x2 = x * x;
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// the first alternative (with SQUEEZE_FACTOR) is evaluated first;
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// as Java short-circuits the || boolean operator, we often can
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// avoid the costly computation of logarithms in the second alternative
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if (u < 1 - SQUEEZE_FACTOR * x2 * x2 ||
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FastMath.log(u) < 0.5 * x * x + d - dv + d * FastMath.log(v))
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{
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return dv;
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}
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// reject this attempt, we need to try again with new random variables
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}
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// this should never happen
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throw new MathIllegalStateException(LocalizedCoreFormats.INTERNAL_ERROR);
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}
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}

‎hipparchus-core/src/main/java/org/hipparchus/random/NakagamiGenerator.java‎

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/*
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* Licensed to the Hipparchus project under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The Hipparchus project licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
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* the License. You may obtain a copy of the License at
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.hipparchus.random;
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import org.hipparchus.util.FastMath;
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/**
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* Procedure to generate variates for Nakagami distribution.
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* @author Luc Maisonobe
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*/
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public class NakagamiGenerator extends AbstractNonUniformGenerator
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{
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/** Associated gamma distribution generator. */
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private final GammaGenerator gamma;
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/**
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* Simple constructor.
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* @param random underlying random generator
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* @param m shape parameter
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* @param omega scale parameter
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*/
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public NakagamiGenerator(final RandomGenerator random, final double m, final double omega)
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{
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super(random); // really unused
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this.gamma = new GammaGenerator(random, m, omega / m);
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}
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/** {@inheritDoc} */
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@Override
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public double nextVariate()
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{
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return FastMath.sqrt(gamma.nextVariate());
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}
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}

‎hipparchus-core/src/main/java/org/hipparchus/random/NonUniformGenerator.java‎

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/*
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* Licensed to the Hipparchus project under one or more
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* contributor license agreements. See the NOTICE file distributed with
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* this work for additional information regarding copyright ownership.
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* The Hipparchus project licenses this file to You under the Apache License, Version 2.0
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* (the "License"); you may not use this file except in compliance with
7+
* the License. You may obtain a copy of the License at
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*
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* https://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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package org.hipparchus.random;
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/**
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* Interface for generating non-uniform random variates.
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* @author Luc Maisonobe
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*/
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public interface NonUniformGenerator
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{
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/**
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* Generate next variate.
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* @return next variate
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*/
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double nextVariate();
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}

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