time-to-botec

Benchmark sampling in different programming languages
Log | Files | Refs | README

knuth.js (1403B)

      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 
     25 
     26 // MAIN //
     27 
     28 /**
     29 * Returns a pseudorandom number drawn from a Poisson distribution.
     30 *
     31 * ## Notes
     32 *
     33 * -   Appropriate for \\(lambda < 30\\).
     34 *
     35 *
     36 * ## References
     37 *
     38 * -   Knuth, Donald E. 1997. _The Art of Computer Programming, Volume 2 (3rd Ed.): Seminumerical Algorithms_. Boston, MA, USA: Addison-Wesley Longman Publishing Co., Inc.
     39 *
     40 *
     41 * @private
     42 * @param {PRNG} rand - PRNG for generating uniformly distributed numbers
     43 * @param {PositiveNumber} lambda - mean
     44 * @returns {NonNegativeInteger} pseudorandom number
     45 */
     46 function poisson( rand, lambda ) {
     47 	var p = rand();
     48 	var k = 1;
     49 	while ( p > exp( -lambda ) ) {
     50 		k += 1;
     51 		p *= rand();
     52 	}
     53 	return k - 1;
     54 }
     55 
     56 
     57 // EXPORTS //
     58 
     59 module.exports = poisson;