Gaussian.java
/**
*
* This file is part of TRIO.
*
* TRIO is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* TRIO is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with TRIO. If not, see <http://www.gnu.org/licenses/>.
*/
package eu.diversify.trio.util.random;
/**
* The normal distribution
*/
public class Gaussian extends Distribution {
private final double mean;
private final double variance;
private final double min;
private final double max;
public Gaussian(double mean, double variance) {
this(mean, variance, mean - LIMIT * variance, mean + LIMIT * variance);
}
public Gaussian(double mean, double variance, double min, double max) {
super();
assert variance > 0D: String.format("Variance should be positive!");
this.mean = mean;
this.variance = variance;
this.min = min;
this.max = max;
}
private static final int LIMIT = 4;
@Override
public double sample() {
final double draw = mean + generate().nextGaussian() * variance;
return secure(draw);
}
private double secure(double draw) {
if (draw < min) {
return min;
}
if (draw > max) {
return max;
}
return draw;
}
}