/** * @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 sign = require( '@stdlib/math/base/special/signum' ); var abs = require( '@stdlib/math/base/special/abs' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Returns a pseudorandom number drawn from a Laplace (double exponential) distribution. * * @private * @param {PRNG} rand - PRNG for uniformly distributed numbers * @param {number} mu - mean * @param {PositiveNumber} b - scale parameter * @returns {number} pseudorandom number */ function laplace( rand, mu, b ) { var u = rand() - 0.5; return mu - ( b*sign( u )*ln( 1.0 - (2.0*abs(u)) ) ); } // EXPORTS // module.exports = laplace;