/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Lambda"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Lambda)
{
if (double.IsPositiveInfinity(Lambda))
{
return(Alpha);
}
const double Mu = 0;
const double Sigma = 1;
double a = Alpha;
double alphaFix = 1;
if (Alpha < 1.0)
{
a = Alpha + 1;
alphaFix = Math.Pow(Random.NextDouble(), 1.0 / Alpha);
}
double d = a - (1.0 / 3.0);
double c = 1.0 / Math.Sqrt(9 * d);
double x, v, u;
while (true)
{
x = NormalDistribution.Sample(Random, Mu, Sigma);
v = 1 + (c * x);
while (v <= 0)
{
x = NormalDistribution.Sample(Random, Mu, Sigma);
v = 1 + (c * x);
}
v = v * v * v;
u = Random.NextDouble();
x = x * x;
if (u < 1.0 - (.0331 * x * x))
{
return(alphaFix * d * v / Lambda);
}
if (Math.Log(u) < (.5 * x) + (d * (1.0 - v + Math.Log(v))))
{
return(alphaFix * d * v / Lambda);
}
}
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Mu"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Mu)
{
double rand = .5 - Random.NextDouble();
double tmp = IsNearZero(rand) ? double.NegativeInfinity : Math.Log(2.0 * Math.Abs(rand));
return(Mu - Alpha * Math.Sign(rand) * tmp);
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="cdf"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double[] cdf)
{
double u = Random.NextDouble();
int minIndex = 0;
int MaxIndex = cdf.Length - 1;
int Index;
double c;
while (minIndex < MaxIndex)
{
Index = (MaxIndex - minIndex) / 2 + minIndex;
c = cdf[Index];
if (AreEqual(u, c))
{
minIndex = Index;
break;
}
if (u < c)
{
MaxIndex = Index;
}
else
{
minIndex = Index + 1;
}
}
return(minIndex);
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Mu"></param>
/// <param name="Sigma"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Mu, double Sigma)
{
double u;
do
{
u = Random.NextDouble();
}while (IsNearZero(u * (1 - u)));
return(Mu + Sigma * Math.Log(u / (1 - u)));
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Lambda"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Lambda)
{
double u;
do
{
u = Random.NextDouble();
}while (IsNearZero(u));
return(-Math.Log(u) / Lambda);
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Beta"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Beta)
{
int successes = 0;
for (int i = 0; i < Beta; i++)
{
if (Random.NextDouble() < Alpha)
{
successes++;
}
}
return(successes);
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Beta"></param>
/// <param name="Gamma"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Beta, double Gamma)
{
double helper1 = Gamma - Alpha;
double helper2 = Beta - Alpha;
double helper3 = Math.Sqrt(helper1 * helper2);
double helper4 = Math.Sqrt(Beta - Gamma);
double genNum = Random.NextDouble();
if (genNum <= helper1 / helper2)
{
return(Alpha + Math.Sqrt(genNum) * helper3);
}
return(Beta - Math.Sqrt(genNum * helper2 - helper1) * helper4);
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Lambda"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Lambda)
{
const int step = 500;
double k = 0;
double p = 1;
double r;
do
{
k++;
while (IsNearZero(r = Random.NextDouble()))
{
}
p = p * r;
if (p < Math.E && Lambda > 0)
{
p = p * Math.Exp(Lambda > step ? step : Lambda);
Lambda -= step;
}
}while (p > 1);
return(k - 1);
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Lambda"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Lambda)
{
double helper1 = 1 / Alpha;
return(Lambda * Math.Pow(-Math.Log(1.0 - Random.NextDouble()), helper1));
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Mu"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Mu)
{
return(Mu - Alpha * Math.Log(-Math.Log(1.0 - Random.NextDouble())));
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Beta"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Beta)
{
double helper1 = 1 / Alpha;
return(Math.Pow(Random.NextDouble(), helper1) / Beta);
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha)
{
return(Random.NextDouble() < Alpha ? 1 : 0);
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Beta"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Beta)
{
return(Random.NextDouble(Alpha, Beta));
}
/// <summary>
/// Returns a sample from the distribution
/// </summary>
/// <param name="Random"></param>
/// <param name="Alpha"></param>
/// <param name="Gamma"></param>
/// <returns></returns>
public static double Sample(Generators.Generator Random, double Alpha, double Gamma)
{
return Alpha + Gamma * Math.Tan(Math.PI * (Random.NextDouble() - .5));
}