sample1.js (1737B)
1 /** 2 * @license Apache-2.0 3 * 4 * Copyright (c) 2018 The Stdlib Authors. 5 * 6 * Licensed under the Apache License, Version 2.0 (the "License"); 7 * you may not use this file except in compliance with the License. 8 * You may obtain a copy of the License at 9 * 10 * http://www.apache.org/licenses/LICENSE-2.0 11 * 12 * Unless required by applicable law or agreed to in writing, software 13 * distributed under the License is distributed on an "AS IS" BASIS, 14 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 15 * See the License for the specific language governing permissions and 16 * limitations under the License. 17 */ 18 19 'use strict'; 20 21 // MODULES // 22 23 var pow = require( '@stdlib/math/base/special/pow' ); 24 var ln = require( '@stdlib/math/base/special/ln' ); 25 26 27 // MAIN // 28 29 /** 30 * Handles case where `alpha` and `beta` are equal and greater than `1.5`. 31 * 32 * @private 33 * @param {PRNG} randu - PRNG for uniformly distributed numbers 34 * @param {PRNG} randn - PRNG for normally distributed numbers 35 * @param {PositiveNumber} alpha - first shape parameter 36 * @returns {Probability} pseudorandom number 37 */ 38 function sample( randu, randn, alpha ) { 39 var flg; 40 var s4; 41 var A; 42 var s; 43 var t; 44 var u; 45 var x; 46 var y; 47 48 A = alpha - 1.0; 49 t = pow( A+A, 0.5 ); 50 51 flg = true; 52 while ( flg === true ) { 53 s = randn(); 54 x = 0.5 * ( 1.0+(s/t) ); 55 if ( x >= 0.0 && x <= 1.0 ) { 56 u = randu(); 57 s4 = pow( s, 4.0 ); 58 y = (8.0*alpha) - 12.0; 59 y = 1.0 - (s4 / y); 60 if ( u <= y ) { 61 flg = false; 62 } else { 63 y += 0.5 * pow( s4/((8.0*alpha)-8.0), 2.0 ); 64 if ( u < y ) { 65 y = A * ln( 4.0*x*(1.0-x) ); 66 y += s*s / 2.0; 67 if ( y >= ln( u ) ) { 68 flg = false; 69 } 70 } 71 } 72 } 73 } 74 return x; 75 } 76 77 78 // EXPORTS // 79 80 module.exports = sample;