/** * @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 tan = require( '@stdlib/math/base/special/tan' ); var PI = require( '@stdlib/constants/float64/pi' ); // MAIN // /** * Returns a pseudorandom number drawn from a Cauchy distribution. * * @private * @param {PRNG} randn - PRNG for normally distributed numbers * @param {number} x0 - location parameter * @param {PositiveNumber} gamma - scale parameter * @returns {number} pseudorandom number */ function cauchy( randn, x0, gamma ) { return x0 + ( gamma*tan( PI*( randn()-0.5 ) ) ); } // EXPORTS // module.exports = cauchy;