67 lines
1.8 KiB
JavaScript
67 lines
1.8 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 pseudorandom number drawn from a Poisson distribution with parameter `lambda`.
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*
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* ## Method
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*
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* - When \\(\lambda < 30\\), use Knuth's method.
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* - When \\(lambda \geq 30\\), use transformed rejection method as Knuth's method does not scale well with \\(\lambda\\).
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*
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* ## References
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*
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* - Knuth, Donald E. 1997. _The Art of Computer Programming, Volume 2 (3rd Ed.): Seminumerical Algorithms_. Boston, MA, USA: Addison-Wesley Longman Publishing Co., Inc.
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* - Hörmann, W. 1993. "The transformed rejection method for generating Poisson random variables." _Insurance: Mathematics and Economics_ 12 (1): 39–45. doi:[10.1016/0167-6687(93)90997-4][@hormann:1993b].
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*
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* [@hormann:1993b]: http://dx.doi.org/10.1016/0167-6687(93)90997-4
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*
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*
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* @name poisson
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* @type {PRNG}
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* @param {PositiveNumber} lambda - mean
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* @returns {NonNegativeInteger} pseudorandom number
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*
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* @example
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* var v = poisson( 0.5 );
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* // returns <number>
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*
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* @example
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* var v = poisson( 0.0 );
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* // returns NaN
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*
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* @example
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* var v = poisson( NaN );
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* // returns NaN
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*/
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var poisson = factory();
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// EXPORTS //
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module.exports = poisson;
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