Package space.kscience.kmath.samplers

Sampling from an exponential distribution.

Sampling from the gamma distribution.

Distribution sampler that uses the Alias method. It can be used to sample from n values each with an associated probability. This implementation is based on the detailed explanation of the alias method by Keith Schartz and implements Vose's algorithm.

Box-Muller algorithm for sampling from a Gaussian distribution.

Sampling from a Gaussian distribution with given mean and standard deviation.

Sampler for the Poisson distribution.

Sampler for the Poisson distribution.

Marsaglia polar method for sampling from a Gaussian distribution with mean 0 and standard deviation 1. This is a variation of the algorithm implemented in BoxMullerNormalizedGaussianSampler.

Marker interface for a sampler that generates values from an N(0,1) Gaussian distribution.

Sampler for the Poisson distribution.

Marsaglia and Tsang "Ziggurat" method for sampling from a Gaussian distribution with mean 0 and standard deviation 1. The algorithm is explained in this paper and this implementation has been adapted from the C code provided therein.

Sampler for the Poisson distribution.