sample2.js (1698B)
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 both `alpha` and `beta` are greater than `1.0`. 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 * @param {PositiveNumber} beta - second shape parameter 37 * @returns {Probability} pseudorandom number 38 */ 39 function sample( randu, randn, alpha, beta ) { 40 var sigma; 41 var flg; 42 var mu; 43 var A; 44 var B; 45 var C; 46 var L; 47 var s; 48 var u; 49 var x; 50 var y; 51 52 A = alpha - 1.0; 53 B = beta - 1.0; 54 C = A + B; 55 L = C * ln( C ); 56 mu = A / C; 57 sigma = 0.5 / pow( C, 0.5 ); 58 59 flg = true; 60 while ( flg === true ) { 61 s = randn(); 62 x = mu + (s*sigma); 63 if ( x >= 0.0 && x <= 1.0 ) { 64 u = randu(); 65 y = A * ln( x/A ); 66 y += B * ln((1.0-x) / B); 67 y += L + (0.5*s*s); 68 if ( y >= ln( u ) ) { 69 flg = false; 70 } 71 } 72 } 73 return x; 74 } 75 76 77 // EXPORTS // 78 79 module.exports = sample;