60 lines
1.4 KiB
JavaScript
60 lines
1.4 KiB
JavaScript
|
/**
|
||
|
|
* @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 exp = require( '@stdlib/math/base/special/exp' );
|
||
|
|
|
||
|
|
|
||
|
|
// MAIN //
|
||
|
|
|
||
|
|
/**
|
||
|
|
* Returns a pseudorandom number drawn from a Poisson distribution.
|
||
|
|
*
|
||
|
|
* ## Notes
|
||
|
|
*
|
||
|
|
* - Appropriate for \\(lambda < 30\\).
|
||
|
|
*
|
||
|
|
*
|
||
|
|
* ## References
|
||
|
|
*
|
||
|
|
* - Knuth, Donald E. 1997. _The Art of Computer Programming, Volume 2 (3rd Ed.): Seminumerical Algorithms_. Boston, MA, USA: Addison-Wesley Longman Publishing Co., Inc.
|
||
|
|
*
|
||
|
|
*
|
||
|
|
* @private
|
||
|
|
* @param {PRNG} rand - PRNG for generating uniformly distributed numbers
|
||
|
|
* @param {PositiveNumber} lambda - mean
|
||
|
|
* @returns {NonNegativeInteger} pseudorandom number
|
||
|
|
*/
|
||
|
|
function poisson( rand, lambda ) {
|
||
|
|
var p = rand();
|
||
|
|
var k = 1;
|
||
|
|
while ( p > exp( -lambda ) ) {
|
||
|
|
k += 1;
|
||
|
|
p *= rand();
|
||
|
|
}
|
||
|
|
return k - 1;
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
// EXPORTS //
|
||
|
|
|
||
|
|
module.exports = poisson;
|