sample3.js (1606B)
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 exp = require( '@stdlib/math/base/special/exp' ); 24 var pow = require( '@stdlib/math/base/special/pow' ); 25 var ln = require( '@stdlib/math/base/special/ln' ); 26 27 28 // MAIN // 29 30 /** 31 * Handles general case. 32 * 33 * @private 34 * @param {PRNG} rand - PRNG for uniformly 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( rand, alpha, beta ) { 40 var lx; 41 var ly; 42 var xy; 43 var u; 44 var v; 45 var x; 46 var y; 47 while ( true ) { 48 u = rand(); 49 v = rand(); 50 x = pow( u, 1.0/alpha ); 51 y = pow( v, 1.0/beta ); 52 xy = x + y; 53 if ( xy <= 1.0 ) { 54 if ( xy > 0.0 ) { 55 return x / ( xy ); 56 } 57 lx = ln( u ) / alpha; 58 ly = ln( v ) / beta; 59 if ( lx > ly ) { 60 ly -= lx; 61 lx = 0.0; 62 } else { 63 lx -= ly; 64 ly = 0.0; 65 } 66 return exp( lx - ln( exp(lx) + exp(ly) ) ); 67 } 68 } 69 } 70 71 72 // EXPORTS // 73 74 module.exports = sample;