75 lines
1.6 KiB
JavaScript
75 lines
1.6 KiB
JavaScript
/**
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* @license Apache-2.0
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*
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* Copyright (c) 2018 The Stdlib Authors.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at
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*
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* http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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'use strict';
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// MODULES //
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var exp = require( '@stdlib/math/base/special/exp' );
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var pow = require( '@stdlib/math/base/special/pow' );
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var ln = require( '@stdlib/math/base/special/ln' );
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// MAIN //
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/**
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* Handles general case.
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*
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* @private
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* @param {PRNG} rand - PRNG for uniformly distributed numbers
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* @param {PositiveNumber} alpha - first shape parameter
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* @param {PositiveNumber} beta - second shape parameter
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* @returns {Probability} pseudorandom number
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*/
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function sample( rand, alpha, beta ) {
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var lx;
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var ly;
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var xy;
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var u;
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var v;
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var x;
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var y;
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while ( true ) {
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u = rand();
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v = rand();
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x = pow( u, 1.0/alpha );
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y = pow( v, 1.0/beta );
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xy = x + y;
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if ( xy <= 1.0 ) {
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if ( xy > 0.0 ) {
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return x / ( xy );
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}
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lx = ln( u ) / alpha;
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ly = ln( v ) / beta;
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if ( lx > ly ) {
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ly -= lx;
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lx = 0.0;
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} else {
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lx -= ly;
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ly = 0.0;
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}
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return exp( lx - ln( exp(lx) + exp(ly) ) );
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}
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}
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}
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// EXPORTS //
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module.exports = sample;
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