Package jline.api.mam

Class Me_sample.MeSampler

java.lang.Object
jline.api.mam.Me_sample.MeSampler
Enclosing class:
Me_sample
public static final class Me_sample.MeSampler extends Object
Stateful ME sampler that builds the inverse-CDF table once and draws independent variates from it.

The inter-event times of an ME renewal process are i.i.d., so unlike Map_sample.MapSampler this sampler carries no phase across calls; the state it holds is the inversion table, which is what makes repeated single-sample calls (the LDES usage pattern) cheap.

  • Constructor Details

    • MeSampler

      public MeSampler(Matrix alpha, Matrix A)
      Builds the inversion table for the ME representation (alpha, A).
      Parameters:
      alpha - the initial vector, as a row or column vector
      A - the ME matrix parameter (square, eigenvalues with negative real part)

  • Method Details

    • next

      public double next(Random random)
      Draws one variate by inverting the ME cumulative distribution function.
      Parameters:
      random - the uniform random source
      Returns:
      a sample from the ME distribution