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Last change
on this file since e4c61dd was e4c61dd, checked in by istevanoska <ilinastevanoska@…>, 6 months ago |
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Prototype 1.1
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Property mode
set to
100644
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File size:
1.1 KB
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| 1 | import defaultSource from "./defaultSource.js";
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| 2 | import normal from "./normal.js";
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| 3 |
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| 4 | export default (function sourceRandomGamma(source) {
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| 5 | var randomNormal = normal.source(source)();
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| 6 |
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| 7 | function randomGamma(k, theta) {
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| 8 | if ((k = +k) < 0) throw new RangeError("invalid k");
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| 9 | // degenerate distribution if k === 0
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| 10 | if (k === 0) return () => 0;
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| 11 | theta = theta == null ? 1 : +theta;
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| 12 | // exponential distribution if k === 1
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| 13 | if (k === 1) return () => -Math.log1p(-source()) * theta;
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| 14 |
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| 15 | var d = (k < 1 ? k + 1 : k) - 1 / 3,
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| 16 | c = 1 / (3 * Math.sqrt(d)),
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| 17 | multiplier = k < 1 ? () => Math.pow(source(), 1 / k) : () => 1;
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| 18 | return function() {
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| 19 | do {
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| 20 | do {
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| 21 | var x = randomNormal(),
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| 22 | v = 1 + c * x;
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| 23 | } while (v <= 0);
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| 24 | v *= v * v;
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| 25 | var u = 1 - source();
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| 26 | } while (u >= 1 - 0.0331 * x * x * x * x && Math.log(u) >= 0.5 * x * x + d * (1 - v + Math.log(v)));
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| 27 | return d * v * multiplier() * theta;
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| 28 | };
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| 29 | }
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| 30 |
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| 31 | randomGamma.source = sourceRandomGamma;
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| 32 |
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| 33 | return randomGamma;
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| 34 | })(defaultSource);
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