/** * @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 pow = require( '@stdlib/math/base/special/pow' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Handles case where `alpha` and `beta` are equal and greater than `1.5`. * * @private * @param {PRNG} randu - PRNG for uniformly distributed numbers * @param {PRNG} randn - PRNG for normally distributed numbers * @param {PositiveNumber} alpha - first shape parameter * @returns {Probability} pseudorandom number */ function sample( randu, randn, alpha ) { var flg; var s4; var A; var s; var t; var u; var x; var y; A = alpha - 1.0; t = pow( A+A, 0.5 ); flg = true; while ( flg === true ) { s = randn(); x = 0.5 * ( 1.0+(s/t) ); if ( x >= 0.0 && x <= 1.0 ) { u = randu(); s4 = pow( s, 4.0 ); y = (8.0*alpha) - 12.0; y = 1.0 - (s4 / y); if ( u <= y ) { flg = false; } else { y += 0.5 * pow( s4/((8.0*alpha)-8.0), 2.0 ); if ( u < y ) { y = A * ln( 4.0*x*(1.0-x) ); y += s*s / 2.0; if ( y >= ln( u ) ) { flg = false; } } } } } return x; } // EXPORTS // module.exports = sample;