47 lines
1.3 KiB
JavaScript
47 lines
1.3 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 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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* Returns a pseudorandom number drawn from a Fréchet distribution with shape `alpha`, scale `s`, and location `m`.
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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 - shape parameter
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* @param {PositiveNumber} s - scale parameter
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* @param {number} m - location parameter
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* @returns {number} pseudorandom number
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*/
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function frechet( rand, alpha, s, m ) {
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return m + ( s * ( pow( -ln( rand() ), -1.0/alpha ) ) );
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}
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// EXPORTS //
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module.exports = frechet;
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