45 lines
1.2 KiB
JavaScript
45 lines
1.2 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 sqrt = require( '@stdlib/math/base/special/sqrt' );
|
||
|
|
var ln = require( '@stdlib/math/base/special/ln' );
|
||
|
|
|
||
|
|
|
||
|
|
// MAIN //
|
||
|
|
|
||
|
|
/**
|
||
|
|
* Returns a pseudorandom number from a Rayleigh distribution with scale parameter `sigma`.
|
||
|
|
*
|
||
|
|
* @private
|
||
|
|
* @param {PRNG} rand - PRNG for generating uniformly distributed numbers
|
||
|
|
* @param {PositiveNumber} sigma - scale parameter
|
||
|
|
* @returns {NonNegativeNumber} pseudorandom number
|
||
|
|
*/
|
||
|
|
function rayleigh( rand, sigma ) {
|
||
|
|
return sigma * sqrt( -2.0*ln( rand() ) );
|
||
|
|
}
|
||
|
|
|
||
|
|
|
||
|
|
// EXPORTS //
|
||
|
|
|
||
|
|
module.exports = rayleigh;
|