/** * @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 exp = require( '@stdlib/math/base/special/exp' ); var pow = require( '@stdlib/math/base/special/pow' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Handles general case. * * @private * @param {PRNG} rand - PRNG for uniformly distributed numbers * @param {PositiveNumber} alpha - first shape parameter * @param {PositiveNumber} beta - second shape parameter * @returns {Probability} pseudorandom number */ function sample( rand, alpha, beta ) { var lx; var ly; var xy; var u; var v; var x; var y; while ( true ) { u = rand(); v = rand(); x = pow( u, 1.0/alpha ); y = pow( v, 1.0/beta ); xy = x + y; if ( xy <= 1.0 ) { if ( xy > 0.0 ) { return x / ( xy ); } lx = ln( u ) / alpha; ly = ln( v ) / beta; if ( lx > ly ) { ly -= lx; lx = 0.0; } else { lx -= ly; ly = 0.0; } return exp( lx - ln( exp(lx) + exp(ly) ) ); } } } // EXPORTS // module.exports = sample;