/** * @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 normalQuantile = require( '@stdlib/stats/base/dists/normal/quantile' ); // MAIN // /** * Returns a pseudorandom number drawn from a Lévy distribution. * * @private * @param {PRNG} rand - PRNG for uniformly distributed numbers * @param {number} mu - location parameter * @param {PositiveNumber} c - scale parameter * @returns {number} pseudorandom number */ function levy( rand, mu, c ) { var z = normalQuantile( 1.0 - ( rand() / 2.0 ), 0.0, 1.0 ); return mu + ( c / ( z*z ) ); } // EXPORTS // module.exports = levy;