@stdlib/random-base-improved-ziggurat
Version:
Normally distributed pseudorandom numbers using the improved Ziggurat method.
173 lines (150 loc) • 3.66 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 standard normally distributed pseudorandom numbers.
*/
interface NullaryFunction extends PRNG {
/**
* Returns a pseudorandom number drawn from a standard normal distribution.
*
* @returns pseudorandom number
*/
(): number;
}
/**
* Interface for generating pseudorandom numbers drawn from a standard normal distribution.
*/
interface Random extends PRNG {
/**
* Returns a pseudorandom number drawn from a standard normal distribution.
*
* @returns pseudorandom number
*
* @example
* var v = randn();
* // returns <number>
*/
(): number;
/**
* Returns a pseudorandom number generator which implements the improved Ziggurat method to generate normally distributed pseudorandom numbers.
*
* @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 rand = randn.factory();
*
* var v = rand();
* // returns <number>
*
* @example
* var rand = randn.factory({
* 'seed': 12345
* });
* var v = rand();
* // returns <number>
*/
factory( options?: Options ): NullaryFunction;
}
/**
* Returns a pseudorandom number drawn from a standard normal distribution.
*
* @returns pseudorandom number
*
* @example
* var v = randn();
* // returns <number>
*
* @example
* var rand = randn.factory({
* 'seed': 12345
* });
* var v = rand();
* // returns <number>
*/
declare var randn: Random;
// EXPORTS //
export = randn;