time-to-botec

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

main.js (1829B)

      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 factory = require( './factory.js' );
     24 
     25 
     26 // MAIN //
     27 
     28 /**
     29 * Returns a pseudorandom number drawn from a Poisson distribution with parameter `lambda`.
     30 *
     31 * ## Method
     32 *
     33 * -   When \\(\lambda < 30\\), use Knuth's method.
     34 * -   When \\(lambda \geq 30\\), use transformed rejection method as Knuth's method does not scale well with \\(\lambda\\).
     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 * -   Hörmann, W. 1993. "The transformed rejection method for generating Poisson random variables." _Insurance: Mathematics and Economics_ 12 (1): 39–45. doi:[10.1016/0167-6687(93)90997-4][@hormann:1993b].
     40 *
     41 * [@hormann:1993b]: http://dx.doi.org/10.1016/0167-6687(93)90997-4
     42 *
     43 *
     44 * @name poisson
     45 * @type {PRNG}
     46 * @param {PositiveNumber} lambda - mean
     47 * @returns {NonNegativeInteger} pseudorandom number
     48 *
     49 * @example
     50 * var v = poisson( 0.5 );
     51 * // returns <number>
     52 *
     53 * @example
     54 * var v = poisson( 0.0 );
     55 * // returns NaN
     56 *
     57 * @example
     58 * var v = poisson( NaN );
     59 * // returns NaN
     60 */
     61 var poisson = factory();
     62 
     63 
     64 // EXPORTS //
     65 
     66 module.exports = poisson;