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src/random.js

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+(function (exports) {
+
+    var _this = exports;
+
+    var E    = Math.E,
+        PI   = Math.PI,
+        PI_2 = PI / 2;
+
+    var abs    = Math.abs,
+        acos   = Math.acos,
+        asin   = Math.asin,
+        atan   = Math.atan,
+        ceil   = Math.ceil,
+        cos    = Math.cos,
+        exp    = Math.exp,
+        floor  = Math.floor,
+        log    = Math.log,
+        pow    = Math.pow,
+        random = Math.random,
+        sin    = Math.sin,
+        sqrt   = Math.sqrt,
+        tan    = Math.tan
+
+    exports.arcsine = function (min, max) {
+        var q = sin(PI_2 * _this.uniform(0, 1));
+
+        return min + (max - min) * q * q;
+    };
+
+    exports.cauchy = function (a, b) {
+        return a + b * tan(PI * _this.uniform(-0.5, 0.5));
+    };
+
+    exports.cosine = function (min, max) {
+        var a = 0.5 * (min + max),
+            b = (max - min) / PI;
+        
+        return a + b * asin(_this.uniform(-1, 1));
+    };
+
+    exports.doubleLog = function (min, max) {
+        var a = 0.5 * (min + max),
+            b = 0.5 * (max - min);
+        if (_this.bernoulli(0.5) === 0) {
+            b = -b;
+        }
+
+        return a + b * _this.uniform(0, 1) * _this.uniform(0, 1);
+    };
+
+    exports.erlang = function (b, c) {
+        var prod = 1.0;
+
+        for (var i = 1; i <c; i++) {
+            prod *= _this.uniform(0, 1);
+        }
+
+        return -b * log(prod);
+    };
+
+    exports.exponential = function (a, b) {
+        return a - b * log(_this.uniform(0, 1));
+    };
+
+    exports.logistic = function (a, b) {
+        return a - b * log(1 / _this.uniform(0, 1) - 1);
+    };
+
+    exports.logNormal = function (a, mu, sigma) {
+        return a + exp(_this.normal(mu, sigma));
+    };
+
+    exports.normal = function (mu, sigma) {
+        var p , p1, p2;
+        do {
+            p1 = _this.uniform(-1, 1);
+            p2 = _this.uniform(-1, 1);
+            p = p1 * p1 + p2 * p2;
+        } while (p >= 1);
+
+        return mu + sigma * p1 * sqrt(-2 * log(p) / p);
+    };
+
+    exports.power = function (c) {
+        return pow(_this.uniform(0, 1), 1 / c);
+    };
+
+    exports.uniform = function (min, max) {
+        return min + (max - min) * random();
+    };
+
+    exports.bernoulli = function (p) {
+        return _this.uniform(0, 1) < p ? 0 : 1;
+    };
+
+    exports.binomial = function (n, p) {
+        var sum = 0;
+        for (var i = 0; i < n; i++) {
+            sum += _this.bernoulli(p);
+        }
+
+        return sum;
+    };
+
+    exports.geometric = function (p) {
+        return floor(log(_this.uniform(0, 1)) / log(1 - p));
+    };
+
+    exports.hypergeometric = function (n, N, K) {
+        var count = 0;
+        for (var i = 0; i < n; i++, N--) {
+            if (_this.bernoulli(p)) {
+                count++;
+                K--;
+            }
+        }
+
+        return count;
+    };
+
+    exports.poisson = function (mu) {
+        var b = 1;
+        for (var i = 0; b >= exp(-mu); i++) {
+            b *= _this.uniform(0, 1);
+        }
+
+        return i - 1;
+    };
+
+    exports.uniformDiscrete = function (i, j) {
+        return i + floor((j - i + 1) * _this.uniform(0, 1));
+    };
+
+})(typeof exports === 'undefined' ? this['random'] = {} : exports);