erlang.js (1265B)
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 ln = require( '@stdlib/math/base/special/ln' ); 24 25 26 // MAIN // 27 28 /** 29 * Returns a pseudorandom number drawn from an Erlang distribution. 30 * 31 * @private 32 * @param {PRNG} rand - PRNG for generating uniformly distributed numbers 33 * @param {PositiveInteger} k - shape parameter 34 * @param {PositiveNumber} lambda - rate parameter 35 * @returns {number} pseudorandom number 36 * 37 * @example 38 * var v = erlang(); 39 * // returns <number> 40 */ 41 function erlang( rand, k, lambda ) { 42 var prod; 43 var i; 44 prod = 1.0; 45 for ( i = 0; i < k; i++ ) { 46 prod *= rand(); 47 } 48 return -(1.0/lambda) * ln( prod ); 49 } 50 51 52 // EXPORTS // 53 54 module.exports = erlang;