+19
@@ -0,0 +1,19 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
import irwinHall from "./irwinHall.js";
|
||||
|
||||
export default (function sourceRandomBates(source) {
|
||||
var I = irwinHall.source(source);
|
||||
|
||||
function randomBates(n) {
|
||||
// use limiting distribution at n === 0
|
||||
if ((n = +n) === 0) return source;
|
||||
var randomIrwinHall = I(n);
|
||||
return function() {
|
||||
return randomIrwinHall() / n;
|
||||
};
|
||||
}
|
||||
|
||||
randomBates.source = sourceRandomBates;
|
||||
|
||||
return randomBates;
|
||||
})(defaultSource);
|
||||
+14
@@ -0,0 +1,14 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomBernoulli(source) {
|
||||
function randomBernoulli(p) {
|
||||
if ((p = +p) < 0 || p > 1) throw new RangeError("invalid p");
|
||||
return function() {
|
||||
return Math.floor(source() + p);
|
||||
};
|
||||
}
|
||||
|
||||
randomBernoulli.source = sourceRandomBernoulli;
|
||||
|
||||
return randomBernoulli;
|
||||
})(defaultSource);
|
||||
+19
@@ -0,0 +1,19 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
import gamma from "./gamma.js";
|
||||
|
||||
export default (function sourceRandomBeta(source) {
|
||||
var G = gamma.source(source);
|
||||
|
||||
function randomBeta(alpha, beta) {
|
||||
var X = G(alpha),
|
||||
Y = G(beta);
|
||||
return function() {
|
||||
var x = X();
|
||||
return x === 0 ? 0 : x / (x + Y());
|
||||
};
|
||||
}
|
||||
|
||||
randomBeta.source = sourceRandomBeta;
|
||||
|
||||
return randomBeta;
|
||||
})(defaultSource);
|
||||
+38
@@ -0,0 +1,38 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
import beta from "./beta.js";
|
||||
import geometric from "./geometric.js";
|
||||
|
||||
export default (function sourceRandomBinomial(source) {
|
||||
var G = geometric.source(source),
|
||||
B = beta.source(source);
|
||||
|
||||
function randomBinomial(n, p) {
|
||||
n = +n;
|
||||
if ((p = +p) >= 1) return () => n;
|
||||
if (p <= 0) return () => 0;
|
||||
return function() {
|
||||
var acc = 0, nn = n, pp = p;
|
||||
while (nn * pp > 16 && nn * (1 - pp) > 16) {
|
||||
var i = Math.floor((nn + 1) * pp),
|
||||
y = B(i, nn - i + 1)();
|
||||
if (y <= pp) {
|
||||
acc += i;
|
||||
nn -= i;
|
||||
pp = (pp - y) / (1 - y);
|
||||
} else {
|
||||
nn = i - 1;
|
||||
pp /= y;
|
||||
}
|
||||
}
|
||||
var sign = pp < 0.5,
|
||||
pFinal = sign ? pp : 1 - pp,
|
||||
g = G(pFinal);
|
||||
for (var s = g(), k = 0; s <= nn; ++k) s += g();
|
||||
return acc + (sign ? k : nn - k);
|
||||
};
|
||||
}
|
||||
|
||||
randomBinomial.source = sourceRandomBinomial;
|
||||
|
||||
return randomBinomial;
|
||||
})(defaultSource);
|
||||
+15
@@ -0,0 +1,15 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomCauchy(source) {
|
||||
function randomCauchy(a, b) {
|
||||
a = a == null ? 0 : +a;
|
||||
b = b == null ? 1 : +b;
|
||||
return function() {
|
||||
return a + b * Math.tan(Math.PI * source());
|
||||
};
|
||||
}
|
||||
|
||||
randomCauchy.source = sourceRandomCauchy;
|
||||
|
||||
return randomCauchy;
|
||||
})(defaultSource);
|
||||
+1
@@ -0,0 +1 @@
|
||||
export default Math.random;
|
||||
+13
@@ -0,0 +1,13 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomExponential(source) {
|
||||
function randomExponential(lambda) {
|
||||
return function() {
|
||||
return -Math.log1p(-source()) / lambda;
|
||||
};
|
||||
}
|
||||
|
||||
randomExponential.source = sourceRandomExponential;
|
||||
|
||||
return randomExponential;
|
||||
})(defaultSource);
|
||||
+34
@@ -0,0 +1,34 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
import normal from "./normal.js";
|
||||
|
||||
export default (function sourceRandomGamma(source) {
|
||||
var randomNormal = normal.source(source)();
|
||||
|
||||
function randomGamma(k, theta) {
|
||||
if ((k = +k) < 0) throw new RangeError("invalid k");
|
||||
// degenerate distribution if k === 0
|
||||
if (k === 0) return () => 0;
|
||||
theta = theta == null ? 1 : +theta;
|
||||
// exponential distribution if k === 1
|
||||
if (k === 1) return () => -Math.log1p(-source()) * theta;
|
||||
|
||||
var d = (k < 1 ? k + 1 : k) - 1 / 3,
|
||||
c = 1 / (3 * Math.sqrt(d)),
|
||||
multiplier = k < 1 ? () => Math.pow(source(), 1 / k) : () => 1;
|
||||
return function() {
|
||||
do {
|
||||
do {
|
||||
var x = randomNormal(),
|
||||
v = 1 + c * x;
|
||||
} while (v <= 0);
|
||||
v *= v * v;
|
||||
var u = 1 - source();
|
||||
} while (u >= 1 - 0.0331 * x * x * x * x && Math.log(u) >= 0.5 * x * x + d * (1 - v + Math.log(v)));
|
||||
return d * v * multiplier() * theta;
|
||||
};
|
||||
}
|
||||
|
||||
randomGamma.source = sourceRandomGamma;
|
||||
|
||||
return randomGamma;
|
||||
})(defaultSource);
|
||||
+17
@@ -0,0 +1,17 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomGeometric(source) {
|
||||
function randomGeometric(p) {
|
||||
if ((p = +p) < 0 || p > 1) throw new RangeError("invalid p");
|
||||
if (p === 0) return () => Infinity;
|
||||
if (p === 1) return () => 1;
|
||||
p = Math.log1p(-p);
|
||||
return function() {
|
||||
return 1 + Math.floor(Math.log1p(-source()) / p);
|
||||
};
|
||||
}
|
||||
|
||||
randomGeometric.source = sourceRandomGeometric;
|
||||
|
||||
return randomGeometric;
|
||||
})(defaultSource);
|
||||
+18
@@ -0,0 +1,18 @@
|
||||
export {default as randomUniform} from "./uniform.js";
|
||||
export {default as randomInt} from "./int.js";
|
||||
export {default as randomNormal} from "./normal.js";
|
||||
export {default as randomLogNormal} from "./logNormal.js";
|
||||
export {default as randomBates} from "./bates.js";
|
||||
export {default as randomIrwinHall} from "./irwinHall.js";
|
||||
export {default as randomExponential} from "./exponential.js";
|
||||
export {default as randomPareto} from "./pareto.js";
|
||||
export {default as randomBernoulli} from "./bernoulli.js";
|
||||
export {default as randomGeometric} from "./geometric.js";
|
||||
export {default as randomBinomial} from "./binomial.js";
|
||||
export {default as randomGamma} from "./gamma.js";
|
||||
export {default as randomBeta} from "./beta.js";
|
||||
export {default as randomWeibull} from "./weibull.js";
|
||||
export {default as randomCauchy} from "./cauchy.js";
|
||||
export {default as randomLogistic} from "./logistic.js";
|
||||
export {default as randomPoisson} from "./poisson.js";
|
||||
export {default as randomLcg} from "./lcg.js";
|
||||
+16
@@ -0,0 +1,16 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomInt(source) {
|
||||
function randomInt(min, max) {
|
||||
if (arguments.length < 2) max = min, min = 0;
|
||||
min = Math.floor(min);
|
||||
max = Math.floor(max) - min;
|
||||
return function() {
|
||||
return Math.floor(source() * max + min);
|
||||
};
|
||||
}
|
||||
|
||||
randomInt.source = sourceRandomInt;
|
||||
|
||||
return randomInt;
|
||||
})(defaultSource);
|
||||
+15
@@ -0,0 +1,15 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomIrwinHall(source) {
|
||||
function randomIrwinHall(n) {
|
||||
if ((n = +n) <= 0) return () => 0;
|
||||
return function() {
|
||||
for (var sum = 0, i = n; i > 1; --i) sum += source();
|
||||
return sum + i * source();
|
||||
};
|
||||
}
|
||||
|
||||
randomIrwinHall.source = sourceRandomIrwinHall;
|
||||
|
||||
return randomIrwinHall;
|
||||
})(defaultSource);
|
||||
+9
@@ -0,0 +1,9 @@
|
||||
// https://en.wikipedia.org/wiki/Linear_congruential_generator#Parameters_in_common_use
|
||||
const mul = 0x19660D;
|
||||
const inc = 0x3C6EF35F;
|
||||
const eps = 1 / 0x100000000;
|
||||
|
||||
export default function lcg(seed = Math.random()) {
|
||||
let state = (0 <= seed && seed < 1 ? seed / eps : Math.abs(seed)) | 0;
|
||||
return () => (state = mul * state + inc | 0, eps * (state >>> 0));
|
||||
}
|
||||
+17
@@ -0,0 +1,17 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
import normal from "./normal.js";
|
||||
|
||||
export default (function sourceRandomLogNormal(source) {
|
||||
var N = normal.source(source);
|
||||
|
||||
function randomLogNormal() {
|
||||
var randomNormal = N.apply(this, arguments);
|
||||
return function() {
|
||||
return Math.exp(randomNormal());
|
||||
};
|
||||
}
|
||||
|
||||
randomLogNormal.source = sourceRandomLogNormal;
|
||||
|
||||
return randomLogNormal;
|
||||
})(defaultSource);
|
||||
+16
@@ -0,0 +1,16 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomLogistic(source) {
|
||||
function randomLogistic(a, b) {
|
||||
a = a == null ? 0 : +a;
|
||||
b = b == null ? 1 : +b;
|
||||
return function() {
|
||||
var u = source();
|
||||
return a + b * Math.log(u / (1 - u));
|
||||
};
|
||||
}
|
||||
|
||||
randomLogistic.source = sourceRandomLogistic;
|
||||
|
||||
return randomLogistic;
|
||||
})(defaultSource);
|
||||
+28
@@ -0,0 +1,28 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomNormal(source) {
|
||||
function randomNormal(mu, sigma) {
|
||||
var x, r;
|
||||
mu = mu == null ? 0 : +mu;
|
||||
sigma = sigma == null ? 1 : +sigma;
|
||||
return function() {
|
||||
var y;
|
||||
|
||||
// If available, use the second previously-generated uniform random.
|
||||
if (x != null) y = x, x = null;
|
||||
|
||||
// Otherwise, generate a new x and y.
|
||||
else do {
|
||||
x = source() * 2 - 1;
|
||||
y = source() * 2 - 1;
|
||||
r = x * x + y * y;
|
||||
} while (!r || r > 1);
|
||||
|
||||
return mu + sigma * y * Math.sqrt(-2 * Math.log(r) / r);
|
||||
};
|
||||
}
|
||||
|
||||
randomNormal.source = sourceRandomNormal;
|
||||
|
||||
return randomNormal;
|
||||
})(defaultSource);
|
||||
+15
@@ -0,0 +1,15 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomPareto(source) {
|
||||
function randomPareto(alpha) {
|
||||
if ((alpha = +alpha) < 0) throw new RangeError("invalid alpha");
|
||||
alpha = 1 / -alpha;
|
||||
return function() {
|
||||
return Math.pow(1 - source(), alpha);
|
||||
};
|
||||
}
|
||||
|
||||
randomPareto.source = sourceRandomPareto;
|
||||
|
||||
return randomPareto;
|
||||
})(defaultSource);
|
||||
+27
@@ -0,0 +1,27 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
import binomial from "./binomial.js";
|
||||
import gamma from "./gamma.js";
|
||||
|
||||
export default (function sourceRandomPoisson(source) {
|
||||
var G = gamma.source(source),
|
||||
B = binomial.source(source);
|
||||
|
||||
function randomPoisson(lambda) {
|
||||
return function() {
|
||||
var acc = 0, l = lambda;
|
||||
while (l > 16) {
|
||||
var n = Math.floor(0.875 * l),
|
||||
t = G(n)();
|
||||
if (t > l) return acc + B(n - 1, l / t)();
|
||||
acc += n;
|
||||
l -= t;
|
||||
}
|
||||
for (var s = -Math.log1p(-source()), k = 0; s <= l; ++k) s -= Math.log1p(-source());
|
||||
return acc + k;
|
||||
};
|
||||
}
|
||||
|
||||
randomPoisson.source = sourceRandomPoisson;
|
||||
|
||||
return randomPoisson;
|
||||
})(defaultSource);
|
||||
+17
@@ -0,0 +1,17 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomUniform(source) {
|
||||
function randomUniform(min, max) {
|
||||
min = min == null ? 0 : +min;
|
||||
max = max == null ? 1 : +max;
|
||||
if (arguments.length === 1) max = min, min = 0;
|
||||
else max -= min;
|
||||
return function() {
|
||||
return source() * max + min;
|
||||
};
|
||||
}
|
||||
|
||||
randomUniform.source = sourceRandomUniform;
|
||||
|
||||
return randomUniform;
|
||||
})(defaultSource);
|
||||
+22
@@ -0,0 +1,22 @@
|
||||
import defaultSource from "./defaultSource.js";
|
||||
|
||||
export default (function sourceRandomWeibull(source) {
|
||||
function randomWeibull(k, a, b) {
|
||||
var outerFunc;
|
||||
if ((k = +k) === 0) {
|
||||
outerFunc = x => -Math.log(x);
|
||||
} else {
|
||||
k = 1 / k;
|
||||
outerFunc = x => Math.pow(x, k);
|
||||
}
|
||||
a = a == null ? 0 : +a;
|
||||
b = b == null ? 1 : +b;
|
||||
return function() {
|
||||
return a + b * outerFunc(-Math.log1p(-source()));
|
||||
};
|
||||
}
|
||||
|
||||
randomWeibull.source = sourceRandomWeibull;
|
||||
|
||||
return randomWeibull;
|
||||
})(defaultSource);
|
||||
Reference in New Issue
Block a user