@stdlib/random-base-f
Version:
F distributed pseudorandom numbers.
236 lines (211 loc) • 5.51 kB
TypeScript
/*
* @license Apache-2.0
*
* Copyright (c) 2019 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.
*/
// TypeScript Version: 4.1
/// <reference types="@stdlib/types"/>
import * as random from '@stdlib/types/random';
/**
* Interface defining `factory` options.
*/
interface Options {
/**
* Pseudorandom number generator which generates uniformly distributed pseudorandom numbers.
*/
prng?: random.PRNG;
/**
* Pseudorandom number generator seed.
*/
seed?: random.PRNGSeedMT19937;
/**
* Pseudorandom number generator state.
*/
state?: random.PRNGStateMT19937;
/**
* Specifies whether to copy a provided pseudorandom number generator state.
*/
copy?: boolean;
}
/**
* Interface for PRNG properties and methods.
*/
interface PRNG {
/**
* Generator name.
*/
readonly NAME: string;
/**
* Underlying pseudorandom number generator.
*/
readonly PRNG: random.PRNG;
/**
* PRNG seed.
*/
readonly seed: random.PRNGSeedMT19937;
/**
* PRNG seed length.
*/
readonly seedLength: number;
/**
* PRNG state.
*/
state: random.PRNGStateMT19937;
/**
* PRNG state length.
*/
readonly stateLength: number;
/**
* PRNG state size (in bytes).
*/
readonly byteLength: number;
/**
* Serializes the pseudorandom number generator as a JSON object.
*
* @returns JSON representation
*/
toJSON(): string;
}
/**
* Interface for generating F distributed pseudorandom numbers with pre-specified parameter values.
*/
interface NullaryFunction extends PRNG {
/**
* Returns an F distributed pseudorandom number.
*
* @returns pseudorandom number
*/
(): number;
}
/**
* Interface for generating F distributed pseudorandom numbers without pre-specified parameter values.
*/
interface BinaryFunction extends PRNG {
/**
* Returns an F distributed pseudorandom number.
*
* @param d1 - degrees of freedom
* @param d2 - degrees of freedom
* @returns pseudorandom number
*/
( d1: number, d2: number ): number;
}
/**
* Interface for generating pseudorandom numbers drawn from an F distribution.
*/
interface Random extends PRNG {
/**
* Returns an F distributed pseudorandom number.
*
* ## Notes
*
* - If `d1 <= 0` or `d2 <= 0`, the function returns `NaN`.
* - If `d1` or `d2` is `NaN`, the function returns `NaN`.
*
* @param d1 - degrees of freedom
* @param d2 - degrees of freedom
* @returns pseudorandom number
*
* @example
* var v = f( 1.5, 1.5 );
* // returns <number>
*/
( d1: number, d2: number ): number;
/**
* Returns a pseudorandom number generator for generating F distributed random numbers.
*
* ## Notes
*
* - When provided `d1` and `d2`, the returned PRNG returns random variates drawn from the specified distribution.
*
* @param d1 - degrees of freedom
* @param d2 - degrees of freedom
* @param options - function options
* @param options.prng - pseudorandom number generator which generates uniformly distributed pseudorandom numbers
* @param options.seed - pseudorandom number generator seed
* @param options.state - pseudorandom number generator state
* @param options.copy - boolean indicating whether to copy a provided pseudorandom number generator state (default: true)
* @throws must provide a valid state
* @returns pseudorandom number generator
*
* @example
* var myf = f.factory( 1.5, 1.5 );
*
* var v = myf();
* // returns <number>
*
* @example
* var myf = f.factory( 2.0, 3.0, {
* 'seed': 297
* });
* var v = myf();
* // returns <number>
*/
factory( d1: number, d2: number, options?: Options ): NullaryFunction;
/**
* Returns a pseudorandom number generator for generating F distributed random numbers.
*
* ## Notes
*
* - When not provided `d1` and `d2`, the returned PRNG requires that both `d1` and `d2` be provided at each invocation.
*
* @param options - function options
* @param options.prng - pseudorandom number generator which generates uniformly distributed pseudorandom numbers
* @param options.seed - pseudorandom number generator seed
* @param options.state - pseudorandom number generator state
* @param options.copy - boolean indicating whether to copy a provided pseudorandom number generator state (default: true)
* @throws must provide a valid state
* @returns pseudorandom number generator
*
* @example
* var myf = f.factory();
*
* var v = myf( 1.5, 1.5 );
* // returns <number>
*
* @example
* var myf = f.factory({
* 'seed': 297
* });
* var v = myf( 2.3, 3.0 );
* // returns <number>
*/
factory( options?: Options ): BinaryFunction;
}
/**
* Returns an F distributed pseudorandom number.
*
* ## Notes
*
* - If `d1 <= 0` or `d2 <= 0`, the function returns `NaN`.
* - If `d1` or `d2` is `NaN`, the function returns `NaN`.
*
* @param d1 - degrees of freedom
* @param d2 - degrees of freedom
* @returns pseudorandom number
*
* @example
* var v = f( 1.5, 1.5 );
* // returns <number>
*
* @example
* var myf = f.factory( 1.5, 1.5 );
*
* var v = myf();
* // returns <number>
*/
declare var f: Random;
// EXPORTS //
export = f;