/** * @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 pow = require( '@stdlib/math/base/special/pow' ); var ln = require( '@stdlib/math/base/special/ln' ); // MAIN // /** * Returns a pseudorandom number drawn from a Fréchet distribution with shape `alpha`, scale `s`, and location `m`. * * @private * @param {PRNG} rand - PRNG for uniformly distributed numbers * @param {PositiveNumber} alpha - shape parameter * @param {PositiveNumber} s - scale parameter * @param {number} m - location parameter * @returns {number} pseudorandom number */ function frechet( rand, alpha, s, m ) { return m + ( s * ( pow( -ln( rand() ), -1.0/alpha ) ) ); } // EXPORTS // module.exports = frechet;