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@stdlib/random-base-f

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F distributed pseudorandom numbers.

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/* * @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;