public double sample()

in commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/StableSampler.java [1060:1098]

21 lines of code
3 McCabe index (conditional complexity)


        public double sample() {
            final double phiby2 = getPhiBy2();
            final double w = getOmega();

            // Compute some tangents
            final double a = phiby2 * SpecialMath.tan2(phiby2);
            final double b = eps * phiby2 * SpecialMath.tan2(eps * phiby2);
            // Compute some necessary subexpressions
            final double da = a * a;
            final double db = b * b;
            final double a2 = 1 - da;
            final double a2p = 1 + da;
            final double b2 = 1 - db;
            final double b2p = 1 + db;
            // Compute coefficient.
            final double z = a2p * b2 / (w * a2 * b2p);

            // Compute the exponential-type expression
            final double alogz = Math.log(z);
            final double d = SpecialMath.d2(epsDiv1mEps * alogz) * (alogz * inv1mEps);

            // Pre-compute the multiplication factor.
            // The numerator may be zero. The denominator is not zero as a2 is bounded to
            // above zero when the uniform deviate that generates phiby2 is not 0 or 1.
            final double f = (2 * ((a - b) * (1 + a * b))) / (a2 * b2p);

            // Compute the stable deviate:
            final double x = (1 + eps * d) * f;

            // Test the support
            if (LOWER < x && x < UPPER) {
                return x;
            }

            // Error correction path.
            // Here we use the formula provided by Weron which is easier to correct
            // when deviates are extreme or alpha -> 0.
            return createSample(phiby2 * 2, w);
        }