60 lines
1.4 KiB
JavaScript
60 lines
1.4 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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// MAIN //
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/**
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* Returns a pseudorandom number drawn from a Poisson distribution.
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*
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* ## Notes
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*
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* - Appropriate for \\(lambda < 30\\).
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*
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*
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* ## References
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*
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* - Knuth, Donald E. 1997. _The Art of Computer Programming, Volume 2 (3rd Ed.): Seminumerical Algorithms_. Boston, MA, USA: Addison-Wesley Longman Publishing Co., Inc.
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*
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*
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* @private
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* @param {PRNG} rand - PRNG for generating uniformly distributed numbers
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* @param {PositiveNumber} lambda - mean
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* @returns {NonNegativeInteger} pseudorandom number
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*/
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function poisson( rand, lambda ) {
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var p = rand();
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var k = 1;
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while ( p > exp( -lambda ) ) {
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k += 1;
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p *= rand();
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}
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return k - 1;
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}
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// EXPORTS //
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module.exports = poisson;
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