levy.js (1177B)
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 normalQuantile = require( '@stdlib/stats/base/dists/normal/quantile' ); 24 25 26 // MAIN // 27 28 /** 29 * Returns a pseudorandom number drawn from a Lévy distribution. 30 * 31 * @private 32 * @param {PRNG} rand - PRNG for uniformly distributed numbers 33 * @param {number} mu - location parameter 34 * @param {PositiveNumber} c - scale parameter 35 * @returns {number} pseudorandom number 36 */ 37 function levy( rand, mu, c ) { 38 var z = normalQuantile( 1.0 - ( rand() / 2.0 ), 0.0, 1.0 ); 39 return mu + ( c / ( z*z ) ); 40 } 41 42 43 // EXPORTS // 44 45 module.exports = levy;