Press n or j to go to the next uncovered block, b, p or k for the previous block.
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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 ln = require( '@stdlib/math/base/special/ln' );
// MAIN //
/**
* Returns a pseudorandom number drawn from a gamma distribution.
*
* @private
* @param {PRNG} randu - PRNG for uniformly distributed numbers
* @param {PRNG} randn - PRNG for standard normally distributed numbers
* @param {PositiveNumber} beta - rate parameter
* @param {PositiveNumber} d - `alpha + 2/3` or `alpha - 1/3`
* @param {PositiveNumber} c - `1.0 / sqrt( 9.0*d )`
* @returns {PositiveNumber} pseudorandom number
*/
function gamma( randu, randn, beta, d, c ) {
var flg;
var x2;
var v0;
var v1;
var x;
var u;
var v;
flg = true;
while ( flg ) {
do {
x = randn();
v = 1.0 + (c*x);
} while ( v <= 0.0 );
v *= v * v;
x2 = x * x;
v0 = 1.0 - (0.331*x2*x2);
v1 = (0.5*x2) + (d*( 1.0-v+ln(v) ));
u = randu();
if ( u < v0 || ln( u ) < v1 ) {
flg = false;
}
}
return (1.0/beta) * d * v;
}
// EXPORTS //
module.exports = gamma;
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