48 lines
1.2 KiB
JavaScript
48 lines
1.2 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 sign = require( '@stdlib/math/base/special/signum' );
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var abs = require( '@stdlib/math/base/special/abs' );
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var ln = require( '@stdlib/math/base/special/ln' );
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// MAIN //
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/**
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* Returns a pseudorandom number drawn from a Laplace (double exponential) distribution.
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*
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* @private
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* @param {PRNG} rand - PRNG for uniformly distributed numbers
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* @param {number} mu - mean
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* @param {PositiveNumber} b - scale parameter
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* @returns {number} pseudorandom number
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*/
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function laplace( rand, mu, b ) {
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var u = rand() - 0.5;
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return mu - ( b*sign( u )*ln( 1.0 - (2.0*abs(u)) ) );
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}
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// EXPORTS //
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module.exports = laplace;
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