laplace.js (1267B)
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 sign = require( '@stdlib/math/base/special/signum' ); 24 var abs = require( '@stdlib/math/base/special/abs' ); 25 var ln = require( '@stdlib/math/base/special/ln' ); 26 27 28 // MAIN // 29 30 /** 31 * Returns a pseudorandom number drawn from a Laplace (double exponential) distribution. 32 * 33 * @private 34 * @param {PRNG} rand - PRNG for uniformly distributed numbers 35 * @param {number} mu - mean 36 * @param {PositiveNumber} b - scale parameter 37 * @returns {number} pseudorandom number 38 */ 39 function laplace( rand, mu, b ) { 40 var u = rand() - 0.5; 41 return mu - ( b*sign( u )*ln( 1.0 - (2.0*abs(u)) ) ); 42 } 43 44 45 // EXPORTS // 46 47 module.exports = laplace;