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); | |