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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 setReadOnly = require( '@stdlib/utils/define-nonenumerable-read-only-property' );
var setReadOnlyAccessor = require( '@stdlib/utils/define-nonenumerable-read-only-accessor' );
var setReadWriteAccessor = require( '@stdlib/utils/define-nonenumerable-read-write-accessor' );
var hasOwnProp = require( '@stdlib/assert/has-own-property' );
var isPositive = require( '@stdlib/assert/is-positive-number' ).isPrimitive;
var isObject = require( '@stdlib/assert/is-plain-object' );
var isUint32Array = require( '@stdlib/assert/is-uint32array' );
var isBoolean = require( '@stdlib/assert/is-boolean' ).isPrimitive;
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var isFunction = require( '@stdlib/assert/is-function' );
var constantFunction = require( '@stdlib/utils/constant-function' );
var noop = require( '@stdlib/utils/noop' );
var chisquare = require( '@stdlib/random/base/chisquare' ).factory;
var randn = require( '@stdlib/random/base/improved-ziggurat' ).factory;
var gcopy = require( '@stdlib/blas/base/gcopy' );
var Uint32Array = require( '@stdlib/array/uint32' );
var assign = require( '@stdlib/object/assign' );
var typedarray2json = require( '@stdlib/array/to-json' );
var format = require( '@stdlib/string/format' );
var sqrt = require( '@stdlib/math/base/special/sqrt' );
// MAIN //
/**
* Returns a pseudorandom number generator for generating t-distributed random numbers.
*
* @param {PositiveNumber} [v] - degrees of freedom
* @param {Options} [options] - function options
* @param {PRNG} [options.prng] - pseudorandom number generator which generates uniformly distributed pseudorandom numbers
* @param {PRNGSeedMT19937} [options.seed] - pseudorandom number generator seed
* @param {PRNGStateMT19937} [options.state] - pseudorandom number generator state
* @param {boolean} [options.copy=true] - boolean indicating whether to copy a provided pseudorandom number generator state
* @throws {TypeError} `v` must be a positive number
* @throws {TypeError} options argument must be an object
* @throws {TypeError} must provide valid options
* @throws {Error} must provide a valid state
* @returns {PRNG} pseudorandom number generator
*
* @example
* var t = factory( 1.0 );
*
* var v = t();
* // returns <number>
*
* @example
* var t = factory( 0.5, {
* 'seed': 297
* });
* var v = t();
* // returns <number>
*
* @example
* var t = factory();
* var v = t( 0.5 );
* // returns <number>
*/
function factory() {
var rchisq;
var STATE;
var rnorm;
var rand;
var opts;
var prng;
var FLG;
var v;
FLG = true;
if ( arguments.length === 0 ) {
opts = {
'copy': false
};
rnorm = randn( opts );
} else if ( arguments.length === 1 ) {
if ( isObject( arguments[ 0 ] ) ) {
opts = arguments[ 0 ];
if ( hasOwnProp( opts, 'copy' ) && !isBoolean( opts.copy ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a boolean. Option: `%s`.', 'copy', opts.copy ) );
}
if ( hasOwnProp( opts, 'prng' ) ) {
if ( !isFunction( opts.prng ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a pseudorandom number generator function. Option: `%s`.', 'prng', opts.prng ) );
}
rnorm = randn({
'prng': opts.prng
});
} else {
if ( hasOwnProp( opts, 'state' ) && !isUint32Array( opts.state ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a Uint32Array. Option: `%s`.', 'state', opts.state ) );
}
opts = assign( {}, opts );
if ( opts.copy === false ) {
FLG = false;
} else if ( opts.state ) {
opts.state = gcopy( opts.state.length, opts.state, 1, new Uint32Array( opts.state.length ), 1 ); // eslint-disable-line max-len
}
opts.copy = false;
rnorm = randn( opts );
}
} else {
v = arguments[ 0 ];
if ( !isPositive( v ) ) {
throw new TypeError( format( 'invalid argument. First argument must be a positive number or an options object. Value: `%s`.', v ) );
}
opts = {
'copy': false
};
rnorm = randn( opts );
}
} else {
v = arguments[ 0 ];
if ( !isPositive( v ) ) {
throw new TypeError( format( 'invalid argument. First argument must be a positive number. Value: `%s`.', v ) );
}
opts = arguments[ 1 ];
if ( !isObject( opts ) ) {
throw new TypeError( format( 'invalid argument. Options argument must be an object. Value: `%s`.', opts ) );
}
if ( hasOwnProp( opts, 'copy' ) && !isBoolean( opts.copy ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a boolean. Option: `%s`.', 'copy', opts.copy ) );
}
if ( hasOwnProp( opts, 'prng' ) ) {
if ( !isFunction( opts.prng ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a pseudorandom number generator function. Option: `%s`.', 'prng', opts.prng ) );
}
rnorm = randn({
'prng': opts.prng
});
} else {
if ( hasOwnProp( opts, 'state' ) && !isUint32Array( opts.state ) ) {
throw new TypeError( format( 'invalid option. `%s` option must be a Uint32Array. Option: `%s`.', 'state', opts.state ) );
}
opts = assign( {}, opts );
if ( opts.copy === false ) {
FLG = false;
} else if ( opts.state ) {
opts.state = gcopy( opts.state.length, opts.state, 1, new Uint32Array( opts.state.length ), 1 ); // eslint-disable-line max-len
}
opts.copy = false;
rnorm = randn( opts );
}
}
if ( opts && opts.prng ) {
if ( v === void 0 ) {
rchisq = chisquare({
'prng': opts.prng
});
} else {
rchisq = chisquare( v, {
'prng': opts.prng
});
}
} else {
if ( opts.state ) {
STATE = opts.state;
} else {
STATE = rnorm.state;
rnorm.state = STATE; // updates the underlying PRNG to point to a shared state
}
if ( v === void 0 ) {
rchisq = chisquare({
'state': STATE,
'copy': false
});
} else {
rchisq = chisquare( v, {
'state': STATE,
'copy': false
});
}
}
if ( v === void 0 ) {
prng = t2;
} else {
prng = t1;
}
rand = rnorm.PRNG;
setReadOnly( prng, 'NAME', 't' );
// If we are provided an "external" PRNG, we don't support getting or setting PRNG state, as we'd need to check for compatible state value types, etc, entailing considerable complexity.
if ( opts && opts.prng ) {
setReadOnly( prng, 'seed', null );
setReadOnly( prng, 'seedLength', null );
setReadWriteAccessor( prng, 'state', constantFunction( null ), noop );
setReadOnly( prng, 'stateLength', null );
setReadOnly( prng, 'byteLength', null );
setReadOnly( prng, 'toJSON', constantFunction( null ) );
} else {
setReadOnlyAccessor( prng, 'seed', getSeed );
setReadOnlyAccessor( prng, 'seedLength', getSeedLength );
setReadWriteAccessor( prng, 'state', getState, setState );
setReadOnlyAccessor( prng, 'stateLength', getStateLength );
setReadOnlyAccessor( prng, 'byteLength', getStateSize );
setReadOnly( prng, 'toJSON', toJSON );
}
setReadOnly( prng, 'PRNG', rand );
return prng;
/**
* Returns the PRNG seed.
*
* @private
* @returns {PRNGSeedMT19937} seed
*/
function getSeed() {
return rand.seed;
}
/**
* Returns the PRNG seed length.
*
* @private
* @returns {PositiveInteger} seed length
*/
function getSeedLength() {
return rand.seedLength;
}
/**
* Returns the PRNG state length.
*
* @private
* @returns {PositiveInteger} state length
*/
function getStateLength() {
return rand.stateLength;
}
/**
* Returns the PRNG state size (in bytes).
*
* @private
* @returns {PositiveInteger} state size (in bytes)
*/
function getStateSize() {
return rand.byteLength;
}
/**
* Returns the current pseudorandom number generator state.
*
* @private
* @returns {PRNGStateMT19937} current state
*/
function getState() {
return rand.state;
}
/**
* Sets the pseudorandom number generator state.
*
* @private
* @param {PRNGStateMT19937} s - generator state
* @throws {TypeError} must provide a `Uint32Array`
* @throws {Error} must provide a valid state
*/
function setState( s ) {
if ( !isUint32Array( s ) ) {
throw new TypeError( format( 'invalid argument. Must provide a Uint32Array. Value: `%s`.', s ) );
}
if ( FLG ) {
s = gcopy( s.length, s, 1, new Uint32Array( s.length ), 1 );
}
rand.state = s;
}
/**
* Serializes the pseudorandom number generator as a JSON object.
*
* ## Notes
*
* - `JSON.stringify()` implicitly calls this method when stringifying a PRNG.
*
* @private
* @returns {Object} JSON representation
*/
function toJSON() {
var out = {};
out.type = 'PRNG';
out.name = prng.NAME;
out.state = typedarray2json( rand.state );
if ( v === void 0 ) {
out.params = [];
} else {
out.params = [ v ];
}
return out;
}
/**
* Returns a pseudorandom number drawn from a Student's t-distribution with bound degrees of freedom `v`.
*
* @private
* @returns {number} pseudorandom number
*
* @example
* var v = t1();
* // returns <number>
*/
function t1() {
return rnorm() / sqrt( rchisq() / v );
}
/**
* Returns a pseudorandom number drawn from a Student's t-distribution with degrees of freedom `v`.
*
* @private
* @param {PositiveNumber} v - degrees of freedom
* @returns {number} pseudorandom number
*
* @example
* var v = t2( 3.0 );
* // returns <number>
*
* @example
* var v = t2( 0.0 );
* // returns NaN
*
* @example
* var v = t2( -1.5 );
* // returns NaN
*/
function t2( v ) {
if (
isnan( v ) ||
v <= 0.0
) {
return NaN;
}
return rnorm() / sqrt( rchisq( v ) / v );
}
}
// EXPORTS //
module.exports = factory;
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