frechet.js (1286B)
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 * Returns a pseudorandom number drawn from a Fréchet distribution with shape `alpha`, scale `s`, and location `m`. 31 * 32 * @private 33 * @param {PRNG} rand - PRNG for uniformly distributed numbers 34 * @param {PositiveNumber} alpha - shape parameter 35 * @param {PositiveNumber} s - scale parameter 36 * @param {number} m - location parameter 37 * @returns {number} pseudorandom number 38 */ 39 function frechet( rand, alpha, s, m ) { 40 return m + ( s * ( pow( -ln( rand() ), -1.0/alpha ) ) ); 41 } 42 43 44 // EXPORTS // 45 46 module.exports = frechet;