time-to-botec/js/node_modules/@stdlib/random/base/box-muller/lib/randn.js

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/**
* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
'use strict';
// MODULES //
var sqrt = require( '@stdlib/math/base/special/sqrt' );
var ln = require( '@stdlib/math/base/special/ln' );
var sin = require( '@stdlib/math/base/special/sin' );
var cos = require( '@stdlib/math/base/special/cos' );
var TWO_PI = require( '@stdlib/constants/float64/two-pi' );
// MAIN //
/**
* Returns a function for generating standard normally distributed pseudorandom numbers using the Box-Muller algorithm.
*
* @private
* @param {PRNG} rand - PRNG which returns standard uniformly distributed numbers
* @returns {PRNG} PRNG
*/
function wrap( rand ) {
var flg;
var r;
// Flag indicating whether to generate new normal random variates or return a cached normal random variate:
flg = true;
return randn;
/**
* Generates a standard normally distributed pseudorandom number.
*
* @private
* @returns {number} pseudorandom number
*
* @example
* var r = randn();
* // returns <number>
*/
function randn() {
var u1;
var u2;
var a;
var b;
if ( flg ) {
// Note: if `u1` is `0`, the natural log blows up, so we keep trying until we get a non-zero rand. Rarely should we need more than one iteration.
do {
u1 = rand();
u2 = rand();
} while (
u1 === 0.0
);
a = sqrt( -2.0 * ln(u1) );
b = TWO_PI * u2;
r = a * cos( b ); // cache for next call
flg = false;
return a * sin( b );
}
flg = true;
return r;
}
}
// EXPORTS //
module.exports = wrap;