/** * @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 factorial = require( '@stdlib/math/base/special/factorial' ); // MAIN // /** * Returns a pseudorandom number drawn from a hypergeometric distribution using the HIN algorithm, which is based on an inverse transformation method. * * ## References * * - Fishman, George S. 1973. _Concepts and methods in discrete event digital simulation_. A Wiley-Interscience Publication. New York, NY, USA: Wiley. * - Kachitvichyanukul, Voratas., and Burce Schmeiser. 1985. "Computer generation of hypergeometric random variates." _Journal of Statistical Computation and Simulation_ 22 (2): 127–45. doi:[10.1080/00949658508810839][@kachitvichyanukul:1985]. * * [@kachitvichyanukul:1985]: http://dx.doi.org/10.1080/00949658508810839 * * * @private * @param {PRNG} rand - PRNG for uniformly distributed numbers * @param {NonNegativeInteger} n1 - number of successes in population * @param {NonNegativeInteger} n2 - number of failures in population * @param {NonNegativeInteger} k - number of draws * @returns {NonNegativeInteger} pseudorandom number */ function hin( rand, n1, n2, k ) { var p; var u; var x; if ( k < n2 ) { p = ( factorial( n2 ) * factorial( n1 + n2 - k ) ) / ( factorial( n1 + n2 ) * factorial( n2 - k ) ); x = 0; } else { p = ( factorial( n1 ) * factorial( k ) ) / ( factorial( k - n2 ) * factorial( n1 + n2 ) ); x = k - n2; } u = rand(); while ( u > p ) { u -= p; p *= ( n1 - x ) * ( k - x ) / ( ( x + 1 ) * ( n2 - k + 1 + x ) ); x += 1; } return x; } // EXPORTS // module.exports = hin;