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@stdlib/random-base-improved-ziggurat

stdlib-js26.7kApache-2.00.2.1

Normally distributed pseudorandom numbers using the improved Ziggurat method.

stdlib, stdmath, mathematics, math

readme

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Improved Ziggurat Method

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Standard normally distributed pseudorandom numbers using the [Improved Ziggurat][ziggurat-algorithm] method.

## Installation bash npm install @stdlib/random-base-improved-ziggurat
## Usage javascript var randn = require( '@stdlib/random-base-improved-ziggurat' ); #### randn() Returns a standard normally distributed pseudorandom number. javascript var r = randn(); // returns <number> #### randn.factory( [options] ) Returns a pseudorandom number generator (PRNG) for generating standard normally distributed pseudorandom numbers. javascript var rand = randn.factory(); The function accepts the following options: - prng: pseudorandom number generator for generating uniformly distributed pseudorandom numbers on the interval [0,1). If provided, the function ignores both the state and seed options. In order to seed the returned pseudorandom number generator, one must seed the provided prng (assuming the provided prng is seedable). - seed: pseudorandom number generator seed. - state: a [Uint32Array][@stdlib/array/uint32] containing pseudorandom number generator state. If provided, the function ignores the seed option. - copy: boolean indicating whether to copy a provided pseudorandom number generator state. Setting this option to false allows sharing state between two or more pseudorandom number generators. Setting this option to true ensures that a returned generator has exclusive control over its internal state. Default: true. To use a custom PRNG as the underlying source of uniformly distributed pseudorandom numbers, set the prng option. javascript var minstd = require( '@stdlib/random-base-minstd' ); var rand = randn.factory({ 'prng': minstd.normalized }); var r = rand(); // returns <number> To seed a pseudorandom number generator, set the seed option. javascript var rand1 = randn.factory({ 'seed': 12345 }); var r1 = rand1(); // returns <number> var rand2 = randn.factory({ 'seed': 12345 }); var r2 = rand2(); // returns <number> var bool = ( r1 === r2 ); // returns true To return a generator having a specific initial state, set the generator state option. javascript var rand; var bool; var r; var i; // Generate pseudorandom numbers, thus progressing the generator state: for ( i = 0; i < 1000; i++ ) { r = randn(); } // Create a new PRNG initialized to the current state of `randn`: rand = randn.factory({ 'state': randn.state }); // Test that the generated pseudorandom numbers are the same: bool = ( rand() === randn() ); // returns true #### randn.NAME The generator name. javascript var str = randn.NAME; // returns 'improved-ziggurat' #### randn.PRNG The underlying pseudorandom number generator for uniformly distributed numbers on the interval [0,1). javascript var prng = randn.PRNG; // returns <Function> #### randn.seed The value used to seed randn(). javascript var rand; var r; var i; // Generate pseudorandom values... for ( i = 0; i < 100; i++ ) { r = randn(); } // Generate the same pseudorandom values... rand = randn.factory({ 'seed': randn.seed }); for ( i = 0; i < 100; i++ ) { r = rand(); } If provided a PRNG for uniformly distributed numbers, this value is null. javascript var rand = randn.factory({ 'prng': Math.random }); var seed = rand.seed; // returns null #### randn.seedLength Length of generator seed. javascript var len = randn.seedLength; // returns <number> If provided a PRNG for uniformly distributed numbers, this value is null. javascript var rand = randn.factory({ 'prng': Math.random }); var len = rand.seedLength; // returns null #### randn.state Writable property for getting and setting the generator state. javascript var r = randn(); // returns <number> r = randn(); // returns <number> // ... // Get a copy of the current state: var state = randn.state; // returns <Uint32Array> r = randn(); // returns <number> r = randn(); // returns <number> // Reset the state: randn.state = state; // Replay the last two pseudorandom numbers: r = randn(); // returns <number> r = randn(); // returns <number> // ... If provided a PRNG for uniformly distributed numbers, this value is null. javascript var rand = randn.factory({ 'prng': Math.random }); var state = rand.state; // returns null #### randn.stateLength Length of generator state. javascript var len = randn.stateLength; // returns <number> If provided a PRNG for uniformly distributed numbers, this value is null. javascript var rand = randn.factory({ 'prng': Math.random }); var len = rand.stateLength; // returns null #### randn.byteLength Size (in bytes) of generator state. javascript var sz = randn.byteLength; // returns <number> If provided a PRNG for uniformly distributed numbers, this value is null. javascript var rand = randn.factory({ 'prng': Math.random }); var sz = rand.byteLength; // returns null #### randn.toJSON() Serializes the pseudorandom number generator as a JSON object. javascript var o = randn.toJSON(); // returns { 'type': 'PRNG', 'name': '...', 'state': {...}, 'params': [] } If provided a PRNG for uniformly distributed numbers, this method returns null. javascript var rand = randn.factory({ 'prng': Math.random }); var o = rand.toJSON(); // returns null
## Notes - If PRNG state is "shared" (meaning a state array was provided during PRNG creation and not copied) and one sets the generator state to a state array having a different length, the PRNG does not update the existing shared state and, instead, points to the newly provided state array. In order to synchronize PRNG output according to the new shared state array, the state array for each relevant PRNG must be explicitly set. - If PRNG state is "shared" and one sets the generator state to a state array of the same length, the PRNG state is updated (along with the state of all other PRNGs sharing the PRNG's state array).
## Examples javascript var randn = require( '@stdlib/random-base-improved-ziggurat' ); var seed; var rand; var i; // Generate pseudorandom numbers... for ( i = 0; i < 100; i++ ) { console.log( randn() ); } // Create a new pseudorandom number generator... seed = 1234; rand = randn.factory({ 'seed': seed }); for ( i = 0; i < 100; i++ ) { console.log( rand() ); } // Create another pseudorandom number generator using a previous seed... rand = randn.factory({ 'seed': randn.seed }); for ( i = 0; i < 100; i++ ) { console.log( rand() ); }

## References - Doornik, Jurgen A. 2005. "An Improved Ziggurat Method to Generate Normal Random Samples." [<https://www.doornik.com/research/ziggurat.pdf>][@doornik:2005]. - Marsaglia, George, and Wai Wan Tsang. 2000. "The Ziggurat Method for Generating Random Variables." Journal of Statistical Software 5 (1): 1–7. doi:[10.18637/jss.v005.i08][@marsaglia:2000b]. - Marsaglia, George. 1964. "Generating a Variable from the Tail of the Normal Distribution." Technometrics 6 (1): 101–2. doi:[10.1080/00401706.1964.10490150][@marsaglia:1964b].
* ## See Also - [@stdlib/random-iter/improved-ziggurat][@stdlib/random/iter/improved-ziggurat]: create an iterator for generating pseudorandom numbers drawn from a standard normal distribution using the Improved Ziggurat algorithm. - [@stdlib/random-streams/improved-ziggurat][@stdlib/random/streams/improved-ziggurat]: create a readable stream for generating pseudorandom numbers drawn from a standard normal distribution using the Improved Ziggurat algorithm.
* ## Notice This package is part of [stdlib][stdlib], a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more. For more information on the project, filing bug reports and feature requests, and guidance on how to develop [stdlib][stdlib], see the main project [repository][stdlib]. #### Community [![Chat][chat-image]][chat-url] --- ## License See [LICENSE][stdlib-license]. ## Copyright Copyright © 2016-2024. The Stdlib [Authors][stdlib-authors].
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