time-to-botec

Benchmark sampling in different programming languages
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      1 <!--
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      3 @license Apache-2.0
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      5 Copyright (c) 2018 The Stdlib Authors.
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      7 Licensed under the Apache License, Version 2.0 (the "License");
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     11    http://www.apache.org/licenses/LICENSE-2.0
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     13 Unless required by applicable law or agreed to in writing, software
     14 distributed under the License is distributed on an "AS IS" BASIS,
     15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
     16 See the License for the specific language governing permissions and
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     20 
     21 # Pseudorandom Number Generators
     22 
     23 > Standard library base pseudorandom number generators (PRNGs).
     24 
     25 <section class="usage">
     26 
     27 ## Usage
     28 
     29 ```javascript
     30 var random = require( '@stdlib/random/base' );
     31 ```
     32 
     33 #### random
     34 
     35 Standard library base pseudorandom number generators (PRNGs).
     36 
     37 ```javascript
     38 var ns = random;
     39 // returns {...}
     40 ```
     41 
     42 The namespace contains the following PRNGs:
     43 
     44 <!-- <toc pattern="*"> -->
     45 
     46 <div class="namespace-toc">
     47 
     48 -   <span class="signature">[`arcsine( a, b )`][@stdlib/random/base/arcsine]</span><span class="delimiter">: </span><span class="description">arcsine distributed pseudorandom numbers.</span>
     49 -   <span class="signature">[`bernoulli( p )`][@stdlib/random/base/bernoulli]</span><span class="delimiter">: </span><span class="description">Bernoulli distributed pseudorandom numbers.</span>
     50 -   <span class="signature">[`beta( alpha, beta )`][@stdlib/random/base/beta]</span><span class="delimiter">: </span><span class="description">beta distributed pseudorandom numbers.</span>
     51 -   <span class="signature">[`betaprime( alpha, beta )`][@stdlib/random/base/betaprime]</span><span class="delimiter">: </span><span class="description">beta prime distributed pseudorandom numbers.</span>
     52 -   <span class="signature">[`binomial( n, p )`][@stdlib/random/base/binomial]</span><span class="delimiter">: </span><span class="description">binomial distributed pseudorandom numbers.</span>
     53 -   <span class="signature">[`boxMuller()`][@stdlib/random/base/box-muller]</span><span class="delimiter">: </span><span class="description">standard normally distributed pseudorandom numbers using the Box-Muller transform.</span>
     54 -   <span class="signature">[`cauchy( x0, gamma )`][@stdlib/random/base/cauchy]</span><span class="delimiter">: </span><span class="description">Cauchy distributed pseudorandom numbers.</span>
     55 -   <span class="signature">[`chi( k )`][@stdlib/random/base/chi]</span><span class="delimiter">: </span><span class="description">Chi distributed pseudorandom numbers.</span>
     56 -   <span class="signature">[`chisquare( k )`][@stdlib/random/base/chisquare]</span><span class="delimiter">: </span><span class="description">Chi-square distributed pseudorandom numbers.</span>
     57 -   <span class="signature">[`cosine( mu, s )`][@stdlib/random/base/cosine]</span><span class="delimiter">: </span><span class="description">raised cosine distributed pseudorandom numbers.</span>
     58 -   <span class="signature">[`discreteUniform( a, b )`][@stdlib/random/base/discrete-uniform]</span><span class="delimiter">: </span><span class="description">discrete uniform distributed pseudorandom numbers.</span>
     59 -   <span class="signature">[`erlang( k, lambda )`][@stdlib/random/base/erlang]</span><span class="delimiter">: </span><span class="description">Erlang distributed pseudorandom numbers.</span>
     60 -   <span class="signature">[`exponential( lambda )`][@stdlib/random/base/exponential]</span><span class="delimiter">: </span><span class="description">exponentially distributed pseudorandom numbers.</span>
     61 -   <span class="signature">[`f( d1, d2 )`][@stdlib/random/base/f]</span><span class="delimiter">: </span><span class="description">F distributed pseudorandom numbers.</span>
     62 -   <span class="signature">[`frechet( alpha, s, m )`][@stdlib/random/base/frechet]</span><span class="delimiter">: </span><span class="description">Fréchet distributed pseudorandom numbers.</span>
     63 -   <span class="signature">[`gamma( alpha, beta )`][@stdlib/random/base/gamma]</span><span class="delimiter">: </span><span class="description">gamma distributed pseudorandom numbers.</span>
     64 -   <span class="signature">[`geometric( p )`][@stdlib/random/base/geometric]</span><span class="delimiter">: </span><span class="description">geometric distributed pseudorandom numbers.</span>
     65 -   <span class="signature">[`gumbel( mu, beta )`][@stdlib/random/base/gumbel]</span><span class="delimiter">: </span><span class="description">Gumbel distributed pseudorandom numbers.</span>
     66 -   <span class="signature">[`hypergeometric( N, K, n )`][@stdlib/random/base/hypergeometric]</span><span class="delimiter">: </span><span class="description">hypergeometric distributed pseudorandom numbers.</span>
     67 -   <span class="signature">[`improvedZiggurat()`][@stdlib/random/base/improved-ziggurat]</span><span class="delimiter">: </span><span class="description">standard normally distributed pseudorandom numbers using the Improved Ziggurat method.</span>
     68 -   <span class="signature">[`invgamma( alpha, beta )`][@stdlib/random/base/invgamma]</span><span class="delimiter">: </span><span class="description">inverse gamma distributed pseudorandom numbers.</span>
     69 -   <span class="signature">[`kumaraswamy( a, b )`][@stdlib/random/base/kumaraswamy]</span><span class="delimiter">: </span><span class="description">Kumaraswamy's double bounded distributed pseudorandom numbers.</span>
     70 -   <span class="signature">[`laplace( mu, b )`][@stdlib/random/base/laplace]</span><span class="delimiter">: </span><span class="description">Laplace (double exponential) distributed pseudorandom numbers.</span>
     71 -   <span class="signature">[`levy( mu, c )`][@stdlib/random/base/levy]</span><span class="delimiter">: </span><span class="description">Lévy distributed pseudorandom numbers.</span>
     72 -   <span class="signature">[`logistic( mu, s )`][@stdlib/random/base/logistic]</span><span class="delimiter">: </span><span class="description">logistic distributed pseudorandom numbers.</span>
     73 -   <span class="signature">[`lognormal( mu, sigma )`][@stdlib/random/base/lognormal]</span><span class="delimiter">: </span><span class="description">lognormal distributed pseudorandom numbers.</span>
     74 -   <span class="signature">[`minstdShuffle()`][@stdlib/random/base/minstd-shuffle]</span><span class="delimiter">: </span><span class="description">A linear congruential pseudorandom number generator (LCG) whose output is shuffled.</span>
     75 -   <span class="signature">[`minstd()`][@stdlib/random/base/minstd]</span><span class="delimiter">: </span><span class="description">A linear congruential pseudorandom number generator (LCG) based on Park and Miller.</span>
     76 -   <span class="signature">[`mt19937()`][@stdlib/random/base/mt19937]</span><span class="delimiter">: </span><span class="description">A 32-bit Mersenne Twister pseudorandom number generator.</span>
     77 -   <span class="signature">[`negativeBinomial( r, p )`][@stdlib/random/base/negative-binomial]</span><span class="delimiter">: </span><span class="description">negative binomially distributed pseudorandom numbers.</span>
     78 -   <span class="signature">[`normal( mu, sigma )`][@stdlib/random/base/normal]</span><span class="delimiter">: </span><span class="description">normally distributed pseudorandom numbers.</span>
     79 -   <span class="signature">[`pareto1( alpha, beta )`][@stdlib/random/base/pareto-type1]</span><span class="delimiter">: </span><span class="description">Pareto (Type I) distributed pseudorandom numbers.</span>
     80 -   <span class="signature">[`poisson( lambda )`][@stdlib/random/base/poisson]</span><span class="delimiter">: </span><span class="description">Poisson distributed pseudorandom numbers.</span>
     81 -   <span class="signature">[`randi()`][@stdlib/random/base/randi]</span><span class="delimiter">: </span><span class="description">pseudorandom numbers having integer values.</span>
     82 -   <span class="signature">[`randn()`][@stdlib/random/base/randn]</span><span class="delimiter">: </span><span class="description">standard normally distributed pseudorandom numbers.</span>
     83 -   <span class="signature">[`randu()`][@stdlib/random/base/randu]</span><span class="delimiter">: </span><span class="description">uniformly distributed pseudorandom numbers between 0 and 1.</span>
     84 -   <span class="signature">[`rayleigh( sigma )`][@stdlib/random/base/rayleigh]</span><span class="delimiter">: </span><span class="description">Rayleigh distributed pseudorandom numbers.</span>
     85 -   <span class="signature">[`reviveBasePRNG( key, value )`][@stdlib/random/base/reviver]</span><span class="delimiter">: </span><span class="description">revive a JSON-serialized pseudorandom number generator (PRNG).</span>
     86 -   <span class="signature">[`t( v )`][@stdlib/random/base/t]</span><span class="delimiter">: </span><span class="description">Student's t-distributed pseudorandom numbers.</span>
     87 -   <span class="signature">[`triangular( a, b, c )`][@stdlib/random/base/triangular]</span><span class="delimiter">: </span><span class="description">triangular distributed pseudorandom numbers.</span>
     88 -   <span class="signature">[`uniform( a, b )`][@stdlib/random/base/uniform]</span><span class="delimiter">: </span><span class="description">uniformly distributed pseudorandom numbers.</span>
     89 -   <span class="signature">[`weibull( k, lambda )`][@stdlib/random/base/weibull]</span><span class="delimiter">: </span><span class="description">Weibull distributed pseudorandom numbers.</span>
     90 
     91 </div>
     92 
     93 <!-- </toc> -->
     94 
     95 Attached to each PRNG are the following properties:
     96 
     97 -   **NAME**: the generator name.
     98 -   **seed**: the value used to seed the PRNG.
     99 -   **seedLength**: the length of the PRNG seed.
    100 -   **state**: the PRNG state.
    101 -   **stateLength**: the length  of the PRNG state.
    102 -   **byteLength**: the size of the PRNG state.
    103 -   **PRNG**: the underlying pseudorandom number generator.
    104 
    105 Additionally, attached to each PRNG is a `.factory()` method which supports creating a seeded PRNG and thus generating a reproducible sequence of pseudorandom numbers.
    106 
    107 ```javascript
    108 var rand;
    109 var v;
    110 var i;
    111 
    112 // Generate pseudorandom values...
    113 for ( i = 0; i < 100; i++ ) {
    114     v = random.randu();
    115 }
    116 
    117 // Generate the same pseudorandom values...
    118 rand = random.randu.factory({
    119     'seed': random.randu.seed
    120 });
    121 for ( i = 0; i < 100; i++ ) {
    122     v = rand();
    123 }
    124 ```
    125 
    126 For parameterized PRNGs, the `.factory()` method supports specifying parameters upon either PRNG creation or invocation. For example,
    127 
    128 ```javascript
    129 // Create a PRNG which requires providing parameters at each invocation:
    130 var rand = random.normal.factory({
    131     'seed': 12345
    132 });
    133 
    134 var r = rand( 1.0, 2.0 );
    135 // returns <number>
    136 
    137 // Create a PRNG with fixed parameters:
    138 rand = random.normal.factory( 1.0, 2.0, {
    139     'seed': 12345
    140 });
    141 
    142 r = rand();
    143 // returns <number>
    144 ```
    145 
    146 </section>
    147 
    148 <!-- /.usage -->
    149 
    150 <section class="examples">
    151 
    152 ## Examples
    153 
    154 <!-- TODO: better examples => generate histograms for several different PRNGs and compare to expected shape -->
    155 
    156 <!-- eslint no-undef: "error" -->
    157 
    158 ```javascript
    159 var objectKeys = require( '@stdlib/utils/keys' );
    160 var random = require( '@stdlib/random/base' );
    161 
    162 console.log( objectKeys( random ) );
    163 ```
    164 
    165 </section>
    166 
    167 <!-- /.examples -->
    168 
    169 <section class="links">
    170 
    171 <!-- <toc-links> -->
    172 
    173 [@stdlib/random/base/arcsine]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/arcsine
    174 
    175 [@stdlib/random/base/bernoulli]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/bernoulli
    176 
    177 [@stdlib/random/base/beta]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/beta
    178 
    179 [@stdlib/random/base/betaprime]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/betaprime
    180 
    181 [@stdlib/random/base/binomial]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/binomial
    182 
    183 [@stdlib/random/base/box-muller]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/box-muller
    184 
    185 [@stdlib/random/base/cauchy]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/cauchy
    186 
    187 [@stdlib/random/base/chi]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/chi
    188 
    189 [@stdlib/random/base/chisquare]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/chisquare
    190 
    191 [@stdlib/random/base/cosine]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/cosine
    192 
    193 [@stdlib/random/base/discrete-uniform]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/discrete-uniform
    194 
    195 [@stdlib/random/base/erlang]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/erlang
    196 
    197 [@stdlib/random/base/exponential]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/exponential
    198 
    199 [@stdlib/random/base/f]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/f
    200 
    201 [@stdlib/random/base/frechet]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/frechet
    202 
    203 [@stdlib/random/base/gamma]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/gamma
    204 
    205 [@stdlib/random/base/geometric]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/geometric
    206 
    207 [@stdlib/random/base/gumbel]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/gumbel
    208 
    209 [@stdlib/random/base/hypergeometric]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/hypergeometric
    210 
    211 [@stdlib/random/base/improved-ziggurat]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/improved-ziggurat
    212 
    213 [@stdlib/random/base/invgamma]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/invgamma
    214 
    215 [@stdlib/random/base/kumaraswamy]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/kumaraswamy
    216 
    217 [@stdlib/random/base/laplace]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/laplace
    218 
    219 [@stdlib/random/base/levy]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/levy
    220 
    221 [@stdlib/random/base/logistic]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/logistic
    222 
    223 [@stdlib/random/base/lognormal]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/lognormal
    224 
    225 [@stdlib/random/base/minstd-shuffle]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/minstd-shuffle
    226 
    227 [@stdlib/random/base/minstd]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/minstd
    228 
    229 [@stdlib/random/base/mt19937]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/mt19937
    230 
    231 [@stdlib/random/base/negative-binomial]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/negative-binomial
    232 
    233 [@stdlib/random/base/normal]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/normal
    234 
    235 [@stdlib/random/base/pareto-type1]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/pareto-type1
    236 
    237 [@stdlib/random/base/poisson]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/poisson
    238 
    239 [@stdlib/random/base/randi]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/randi
    240 
    241 [@stdlib/random/base/randn]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/randn
    242 
    243 [@stdlib/random/base/randu]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/randu
    244 
    245 [@stdlib/random/base/rayleigh]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/rayleigh
    246 
    247 [@stdlib/random/base/reviver]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/reviver
    248 
    249 [@stdlib/random/base/t]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/t
    250 
    251 [@stdlib/random/base/triangular]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/triangular
    252 
    253 [@stdlib/random/base/uniform]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/uniform
    254 
    255 [@stdlib/random/base/weibull]: https://www.npmjs.com/package/@stdlib/random/tree/main/base/weibull
    256 
    257 <!-- </toc-links> -->
    258 
    259 </section>
    260 
    261 <!-- /.links -->