68 lines
1.5 KiB
JavaScript
68 lines
1.5 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 factory = require( './factory.js' );
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// MAIN //
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/**
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* Returns a random number drawn from an inverse gamma distribution.
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*
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* ## Method
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*
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* When
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*
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* ```tex
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* X \sim \operatorname{Gamma}( \alpha, \beta )
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* ```
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*
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* then
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*
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* ```tex
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* \frac{1}{X} \sim \operatorname{InvGamma}\left( \alpha, \tfrac{1}{beta} \right)
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* ```
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*
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* Hence, to generate a draw from an inverse gamma distribution with parameters \\( \alpha \\) and \\( \beta \\), sample `X` from a \\( \operatorname{Gamma}\left( \alpha, \tfrac{1}{\beta} \right) \\) distribution and return `1/X`.
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*
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*
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* @name invgamma
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* @type {PRNG}
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* @param {PositiveNumber} alpha - shape parameter
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* @param {PositiveNumber} beta - scale parameter
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* @returns {number} pseudorandom number
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*
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* @example
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* var v = invgamma( 2.0, 1.0 );
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* // returns <number>
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*
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* @example
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* var v = invgamma( -2.0, 5.0 );
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* // returns NaN
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*/
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var invgamma = factory();
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// EXPORTS //
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module.exports = invgamma;
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