probdist
Version:
Probability Distributions
22 lines (17 loc) • 563 B
JavaScript
function lanczosApproximation(x){
var p = [0.99999999999980993, 676.5203681218851, -1259.1392167224028,
771.32342877765313, -176.61502916214059, 12.507343278686905,
-0.13857109526572012, 9.9843695780195716e-6, 1.5056327351493116e-7];
var g = 7;
if(x < 0.5){
return Math.PI / (Math.sin(Math.PI * x) * lanczosApproximation(1-x));
}
x -= 1;
var a = p[0];
var t = x + g + 0.5;
for(var i = 1; i < p.length; i++){
a += p[i]/(x+i);
}
return Math.sqrt(2 * Math.PI) * Math.pow(t, x + 0.5) * Math.exp(-t) * a;
}
module.exports = lanczosApproximation;