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* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
'use strict';
// MODULES //
var pow = require( '@stdlib/math/base/special/pow' );
var ln = require( '@stdlib/math/base/special/ln' );
// MAIN //
/**
* Handles case where `alpha` and `beta` are equal and greater than `1.5`.
*
* @private
* @param {PRNG} randu - PRNG for uniformly distributed numbers
* @param {PRNG} randn - PRNG for normally distributed numbers
* @param {PositiveNumber} alpha - first shape parameter
* @returns {Probability} pseudorandom number
*/
function sample( randu, randn, alpha ) {
var flg;
var s4;
var A;
var s;
var t;
var u;
var x;
var y;
A = alpha - 1.0;
t = pow( A+A, 0.5 );
flg = true;
while ( flg === true ) {
s = randn();
x = 0.5 * ( 1.0+(s/t) );
if ( x >= 0.0 && x <= 1.0 ) {
u = randu();
s4 = pow( s, 4.0 );
y = (8.0*alpha) - 12.0;
y = 1.0 - (s4 / y);
if ( u <= y ) {
flg = false;
} else {
y += 0.5 * pow( s4/((8.0*alpha)-8.0), 2.0 );
if ( u < y ) {
y = A * ln( 4.0*x*(1.0-x) );
y += s*s / 2.0;
if ( y >= ln( u ) ) {
flg = false;
}
}
}
}
}
return x;
}
// EXPORTS //
module.exports = sample;
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