81 lines
1.7 KiB
JavaScript
81 lines
1.7 KiB
JavaScript
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/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var pow = require( '@stdlib/math/base/special/pow' );
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var ln = require( '@stdlib/math/base/special/ln' );
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// MAIN //
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/**
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* Handles case where `alpha` and `beta` are equal and greater than `1.5`.
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*
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* @private
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* @param {PRNG} randu - PRNG for uniformly distributed numbers
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* @param {PRNG} randn - PRNG for normally distributed numbers
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* @param {PositiveNumber} alpha - first shape parameter
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* @returns {Probability} pseudorandom number
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*/
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function sample( randu, randn, alpha ) {
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var flg;
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var s4;
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var A;
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var s;
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var t;
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var u;
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var x;
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var y;
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A = alpha - 1.0;
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t = pow( A+A, 0.5 );
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flg = true;
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while ( flg === true ) {
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s = randn();
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x = 0.5 * ( 1.0+(s/t) );
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if ( x >= 0.0 && x <= 1.0 ) {
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u = randu();
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s4 = pow( s, 4.0 );
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y = (8.0*alpha) - 12.0;
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y = 1.0 - (s4 / y);
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if ( u <= y ) {
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flg = false;
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} else {
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y += 0.5 * pow( s4/((8.0*alpha)-8.0), 2.0 );
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if ( u < y ) {
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y = A * ln( 4.0*x*(1.0-x) );
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y += s*s / 2.0;
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if ( y >= ln( u ) ) {
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flg = false;
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}
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}
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}
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}
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}
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return x;
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}
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// EXPORTS //
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module.exports = sample;
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