/** * @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 a pseudorandom number drawn from an Erlang distribution. * * @private * @param {PRNG} rand - PRNG for generating uniformly distributed numbers * @param {PositiveInteger} k - shape parameter * @param {PositiveNumber} lambda - rate parameter * @returns {number} pseudorandom number * * @example * var v = erlang(); * // returns */ function erlang( rand, k, lambda ) { var prod; var i; prod = 1.0; for ( i = 0; i < k; i++ ) { prod *= rand(); } return -(1.0/lambda) * ln( prod ); } // EXPORTS // module.exports = erlang;