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

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/**
* @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 ln = require( '@stdlib/math/base/special/ln' );
// MAIN //
/**
* Returns pseudorandom number drawn from a Gumbel distribution.
*
* @private
* @param {PRNG} rand - PRNG for generating uniformly distributed numbers
* @param {number} mu - mean
* @param {PositiveNumber} beta - scale parameter
* @returns {number} pseudorandom number
*/
function gumbel( rand, mu, beta ) {
return mu - ( beta*ln( -ln( rand() ) ) );
}
// EXPORTS //
module.exports = gumbel;