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@stdlib/random-base-improved-ziggurat

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Normally distributed pseudorandom numbers using the improved Ziggurat method.

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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 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;