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README.md |
Lévy Random Numbers
Lévy distributed pseudorandom numbers.
Usage
var levy = require( '@stdlib/random/base/levy' );
levy( mu, c )
Returns a pseudorandom number drawn from a Lévy distribution with parameters mu
(location parameter) and c
(scale parameter).
var r = levy( 2.0, 5.0 );
// returns <number>
If mu
or c
is NaN
or c <= 0
, the function returns NaN
.
var r = levy( 2.0, -2.0 );
// returns NaN
r = levy( NaN, 5.0 );
// returns NaN
r = levy( 2.0, NaN );
// returns NaN
levy.factory( [mu, c, ][options] )
Returns a pseudorandom number generator (PRNG) for generating pseudorandom numbers drawn from a Lévy distribution.
var rand = levy.factory();
var r = rand( 0.1, 1.5 );
// returns <number>
If provided mu
and c
, the returned generator returns random variates from the specified distribution.
var rand = levy.factory( 10.0, 2.0 );
var r = rand();
// returns <number>
r = rand();
// returns <number>
If not provided mu
and c
, the returned generator requires that both parameters be provided at each invocation.
var rand = levy.factory();
var r = rand( 0.0, 1.0 );
// returns <number>
r = rand( -2.0, 2.0 );
// returns <number>
The function accepts the following options
:
- prng: pseudorandom number generator for generating uniformly distributed pseudorandom numbers on the interval
[0,1)
. If provided, the function ignores both thestate
andseed
options. In order to seed the returned pseudorandom number generator, one must seed the providedprng
(assuming the providedprng
is seedable). - seed: pseudorandom number generator seed.
- state: a
Uint32Array
containing pseudorandom number generator state. If provided, the function ignores theseed
option. - copy:
boolean
indicating whether to copy a provided pseudorandom number generator state. Setting this option tofalse
allows sharing state between two or more pseudorandom number generators. Setting this option totrue
ensures that a returned generator has exclusive control over its internal state. Default:true
.
To use a custom PRNG as the underlying source of uniformly distributed pseudorandom numbers, set the prng
option.
var minstd = require( '@stdlib/random/base/minstd' );
var rand = levy.factory({
'prng': minstd.normalized
});
var r = rand( 1.0, 2.0 );
// returns <number>
To seed a pseudorandom number generator, set the seed
option.
var rand1 = levy.factory({
'seed': 12345
});
var r1 = rand1( 1.0, 2.0 );
// returns <number>
var rand2 = levy.factory( 1.0, 2.0, {
'seed': 12345
});
var r2 = rand2();
// returns <number>
var bool = ( r1 === r2 );
// returns true
To return a generator having a specific initial state, set the generator state
option.
var rand;
var bool;
var r;
var i;
// Generate pseudorandom numbers, thus progressing the generator state:
for ( i = 0; i < 1000; i++ ) {
r = levy( 1.0, 2.0 );
}
// Create a new PRNG initialized to the current state of `levy`:
rand = levy.factory({
'state': levy.state
});
// Test that the generated pseudorandom numbers are the same:
bool = ( rand( 1.0, 2.0 ) === levy( 1.0, 2.0 ) );
// returns true
levy.NAME
The generator name.
var str = levy.NAME;
// returns 'levy'
levy.PRNG
The underlying pseudorandom number generator.
var prng = levy.PRNG;
// returns <Function>
levy.seed
The value used to seed levy()
.
var rand;
var r;
var i;
// Generate pseudorandom values...
for ( i = 0; i < 100; i++ ) {
r = levy( 2.0, 2.0 );
}
// Generate the same pseudorandom values...
rand = levy.factory( 2.0, 2.0, {
'seed': levy.seed
});
for ( i = 0; i < 100; i++ ) {
r = rand();
}
If provided a PRNG for uniformly distributed numbers, this value is null
.
var rand = levy.factory({
'prng': Math.random
});
var seed = rand.seed;
// returns null
levy.seedLength
Length of generator seed.
var len = levy.seedLength;
// returns <number>
If provided a PRNG for uniformly distributed numbers, this value is null
.
var rand = levy.factory({
'prng': Math.random
});
var len = rand.seedLength;
// returns null
levy.state
Writable property for getting and setting the generator state.
var r = levy( 2.0, 5.0 );
// returns <number>
r = levy( 2.0, 5.0 );
// returns <number>
// ...
// Get a copy of the current state:
var state = levy.state;
// returns <Uint32Array>
r = levy( 2.0, 5.0 );
// returns <number>
r = levy( 2.0, 5.0 );
// returns <number>
// Reset the state:
levy.state = state;
// Replay the last two pseudorandom numbers:
r = levy( 2.0, 5.0 );
// returns <number>
r = levy( 2.0, 5.0 );
// returns <number>
// ...
If provided a PRNG for uniformly distributed numbers, this value is null
.
var rand = levy.factory({
'prng': Math.random
});
var state = rand.state;
// returns null
levy.stateLength
Length of generator state.
var len = levy.stateLength;
// returns <number>
If provided a PRNG for uniformly distributed numbers, this value is null
.
var rand = levy.factory({
'prng': Math.random
});
var len = rand.stateLength;
// returns null
levy.byteLength
Size (in bytes) of generator state.
var sz = levy.byteLength;
// returns <number>
If provided a PRNG for uniformly distributed numbers, this value is null
.
var rand = levy.factory({
'prng': Math.random
});
var sz = rand.byteLength;
// returns null
levy.toJSON()
Serializes the pseudorandom number generator as a JSON object.
var o = levy.toJSON();
// returns { 'type': 'PRNG', 'name': '...', 'state': {...}, 'params': [] }
If provided a PRNG for uniformly distributed numbers, this method returns null
.
var rand = levy.factory({
'prng': Math.random
});
var o = rand.toJSON();
// returns null
Notes
- If PRNG state is "shared" (meaning a state array was provided during PRNG creation and not copied) and one sets the generator state to a state array having a different length, the PRNG does not update the existing shared state and, instead, points to the newly provided state array. In order to synchronize PRNG output according to the new shared state array, the state array for each relevant PRNG must be explicitly set.
- If PRNG state is "shared" and one sets the generator state to a state array of the same length, the PRNG state is updated (along with the state of all other PRNGs sharing the PRNG's state array).
Examples
var levy = require( '@stdlib/random/base/levy' );
var seed;
var rand;
var i;
// Generate pseudorandom numbers...
for ( i = 0; i < 100; i++ ) {
console.log( levy( 0.0, 1.0 ) );
}
// Create a new pseudorandom number generator...
seed = 1234;
rand = levy.factory( 5.0, 2.0, {
'seed': seed
});
for ( i = 0; i < 100; i++ ) {
console.log( rand() );
}
// Create another pseudorandom number generator using a previous seed...
rand = levy.factory( 0.0, 1.0, {
'seed': levy.seed
});
for ( i = 0; i < 100; i++ ) {
console.log( rand() );
}