time-to-botec/js/node_modules/@stdlib/random/base/rayleigh/lib/rayleigh.js

45 lines
1.2 KiB
JavaScript
Raw Normal View History

/**
* @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;