File size: 1,078 Bytes
bc20498 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 |
import defaultSource from "./defaultSource.js";
import normal from "./normal.js";
export default (function sourceRandomGamma(source) {
var randomNormal = normal.source(source)();
function randomGamma(k, theta) {
if ((k = +k) < 0) throw new RangeError("invalid k");
// degenerate distribution if k === 0
if (k === 0) return () => 0;
theta = theta == null ? 1 : +theta;
// exponential distribution if k === 1
if (k === 1) return () => -Math.log1p(-source()) * theta;
var d = (k < 1 ? k + 1 : k) - 1 / 3,
c = 1 / (3 * Math.sqrt(d)),
multiplier = k < 1 ? () => Math.pow(source(), 1 / k) : () => 1;
return function() {
do {
do {
var x = randomNormal(),
v = 1 + c * x;
} while (v <= 0);
v *= v * v;
var u = 1 - source();
} while (u >= 1 - 0.0331 * x * x * x * x && Math.log(u) >= 0.5 * x * x + d * (1 - v + Math.log(v)));
return d * v * multiplier() * theta;
};
}
randomGamma.source = sourceRandomGamma;
return randomGamma;
})(defaultSource);
|