@stdlib/random-base-laplace
Version:
Laplace (double exponential) distributed pseudorandom numbers.
275 lines (254 loc) • 7.43 kB
JavaScript
/**
* @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.
*/
;
// 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 isObject = require( '@stdlib/assert-is-plain-object' );
var isFunction = require( '@stdlib/assert-is-function' );
var hasOwnProp = require( '@stdlib/assert-has-own-property' );
var constantFunction = require( '@stdlib/utils-constant-function' );
var noop = require( '@stdlib/utils-noop' );
var randu = require( '@stdlib/random-base-mt19937' ).factory;
var isnan = require( '@stdlib/math-base-assert-is-nan' );
var typedarray2json = require( '@stdlib/array-to-json' );
var format = require( '@stdlib/string-format' );
var validate = require( './validate.js' );
var laplace0 = require( './laplace.js' );
// MAIN //
/**
* Returns a pseudorandom number generator for generating random numbers from a Laplace (double exponential) distribution.
*
* @param {number} [mu] - mean
* @param {PositiveNumber} [b] - scale parameter
* @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} `mu` must be a number
* @throws {TypeError} `b` 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 laplace = factory( 0.0, 1.0 );
* var v = laplace();
* // returns <number>
*
* @example
* var laplace = factory( -3.0, 0.5, {
* 'seed': 297
* });
* var v = laplace();
* // returns <number>
*/
function factory() {
var opts;
var rand;
var prng;
var err;
var mu;
var b;
if ( arguments.length === 0 ) {
rand = randu();
} else if ( arguments.length === 1 ) {
opts = arguments[ 0 ];
if ( !isObject( opts ) ) {
throw new TypeError( format( 'invalid argument. Options argument must be an object. Value: `%s`.', opts ) );
}
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 ) );
}
rand = opts.prng;
} else {
rand = randu( opts );
}
} else {
mu = arguments[ 0 ];
b = arguments[ 1 ];
err = validate( mu, b );
if ( err ) {
throw err;
}
if ( arguments.length > 2 ) {
opts = arguments[ 2 ];
if ( !isObject( opts ) ) {
throw new TypeError( format( 'invalid argument. Options argument must be an object. Value: `%s`.', opts ) );
}
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 ) );
}
rand = opts.prng;
} else {
rand = randu( opts );
}
} else {
rand = randu();
}
}
if ( mu === void 0 ) {
prng = laplace2;
} else {
prng = laplace1;
}
setReadOnly( prng, 'NAME', 'laplace' );
// 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 ) );
setReadOnly( prng, 'PRNG', rand );
} 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 );
rand = rand.normalized;
}
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 {Error} must provide a valid state
*/
function setState( s ) {
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 ( mu === void 0 ) {
out.params = [];
} else {
out.params = [ mu, b ];
}
return out;
}
/**
* Returns a pseudorandom number drawn from a Laplace (double exponential) distribution with bound parameters.
*
* @private
* @returns {number} pseudorandom number
*
* @example
* var v = laplace1();
* // returns <number>
*/
function laplace1() {
return laplace0( rand, mu, b );
}
/**
* Returns a pseudorandom number drawn from a Laplace (double exponential) distribution.
*
* @private
* @param {number} mu - mean
* @param {PositiveNumber} b - scale parameter
* @returns {number} pseudorandom number
*
* @example
* var v = laplace2( 0.0, 2.0 );
* // returns <number>
*
* @example
* var v = laplace2( 0.0, -1.0 );
* // returns NaN
*/
function laplace2( mu, b ) {
if (
isnan( mu ) ||
isnan( b ) ||
b <= 0.0
) {
return NaN;
}
return laplace0( rand, mu, b );
}
}
// EXPORTS //
module.exports = factory;