package com.mapr.synth.samplers;
import com.fasterxml.jackson.databind.JsonNode;
import com.fasterxml.jackson.databind.node.DoubleNode;
import com.fasterxml.jackson.databind.node.JsonNodeFactory;
import com.fasterxml.jackson.databind.node.ObjectNode;
import com.google.common.util.concurrent.AtomicDouble;
import java.io.IOException;
import java.util.Random;
/**
* Does a random walk where the next step is distributed according to a Normal distribution, but where
* the standard deviation of the step distribution may not be fixed.
*/
public class RandomWalkSampler extends FieldSampler {
private static final JsonNode ONE = new DoubleNode(1);
private static final int SEED_NOT_SET = new Random(1).nextInt();
private int seed = SEED_NOT_SET;
FieldSampler sd = new FieldSampler() {
@Override
public JsonNode sample() {
return ONE;
}
};
private Random rand = new Random();
private boolean verbose = false;
private AtomicDouble state = new AtomicDouble();
@Override
public JsonNode sample() {
double step = rand.nextGaussian() * sd.sample().asDouble();
double newState = state.addAndGet(step);
if (verbose) {
ObjectNode r = new ObjectNode(JsonNodeFactory.withExactBigDecimals(false));
r.set("value", new DoubleNode(newState));
r.set("step", new DoubleNode(step));
return r;
} else {
return new DoubleNode(newState);
}
}
@SuppressWarnings("UnusedDeclaration")
public void setSeed(int seed) {
if (seed == SEED_NOT_SET) {
seed++;
}
this.seed = seed;
init();
}
@SuppressWarnings("UnusedDeclaration")
public void setVerbose(boolean verbose) {
this.verbose = verbose;
}
@SuppressWarnings("UnusedDeclaration")
public void setS(JsonNode value) throws IOException {
if (value.isObject()) {
sd = FieldSampler.newSampler(value.toString());
} else {
this.sd = constant(value.asDouble());
}
init();
}
@SuppressWarnings("UnusedDeclaration")
public void setPrecision(final JsonNode value) throws IOException {
if (value.isObject()) {
sd = new FieldSampler() {
FieldSampler base = FieldSampler.newSampler(value.toString());
@Override
public JsonNode sample() {
return new DoubleNode(Math.sqrt(1 / base.sample().asDouble()));
}
};
} else {
this.sd = constant(Math.sqrt(1 / value.asDouble()));
}
init();
}
@SuppressWarnings("UnusedDeclaration")
public void setVariance(final JsonNode value) throws IOException {
if (value.isObject()) {
sd = new FieldSampler() {
FieldSampler base = FieldSampler.newSampler(value.toString());
@Override
public JsonNode sample() {
return new DoubleNode(Math.sqrt(base.sample().asDouble()));
}
};
} else {
this.sd = constant(Math.sqrt(value.asDouble()));
}
init();
}
@SuppressWarnings("UnusedDeclaration")
public void setSD(FieldSampler sd) {
this.sd = sd;
init();
}
private void init() {
if (seed != SEED_NOT_SET) {
rand = new Random(seed);
}
}
private FieldSampler constant(final double v) {
return new FieldSampler() {
private DoubleNode sd = new DoubleNode(v);
@Override
public JsonNode sample() {
return sd;
}
};
}
}