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Exponential Random Numbers

Exponentially distributed pseudorandom numbers.

Installation

npm install @stdlib/random-base-exponential

Usage

var exponential = require( '@stdlib/random-base-exponential' );

exponential( lambda )

Returns a pseudorandom number drawn from an exponential distribution with rate parameter lambda.

var r = exponential( 7.9 );
// returns <number>

If lambda <= 0 or lambda is NaN, the function returns NaN.

var r = exponential( -2.0 );
// returns NaN

r = exponential( NaN );
// returns NaN

exponential.factory( [lambda, ][options] )

Returns a pseudorandom number generator (PRNG) for generating pseudorandom numbers drawn from an exponential distribution.

var rand = exponential.factory();

var r = rand( 5.0 );
// returns <number>

If provided lambda, the returned generator returns random variates from the specified distribution.

var rand = exponential.factory( 10.0 );

var r = rand();
// returns <number>

r = rand();
// returns <number>

If not provided lambda, the returned generator requires that lambda be provided at each invocation.

var rand = exponential.factory();

var r = rand( 4.0 );
// returns <number>

r = rand( 3.14 );
// returns <number>

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 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.

var minstd = require( '@stdlib/random-base-minstd' );

var rand = exponential.factory({
    'prng': minstd.normalized
});

var r = rand( 3.0 );
// returns <number>

To seed a pseudorandom number generator, set the seed option.

var rand1 = exponential.factory({
    'seed': 12345
});

var r1 = rand1( 3.0 );
// returns <number>

var rand2 = exponential.factory( 3.0, {
    '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.

var rand;
var bool;
var r;
var i;

// Generate pseudorandom numbers, thus progressing the generator state:
for ( i = 0; i < 1000; i++ ) {
    r = exponential( 3.0 );
}

// Create a new PRNG initialized to the current state of `exponential`:
rand = exponential.factory({
    'state': exponential.state
});

// Test that the generated pseudorandom numbers are the same:
bool = ( rand( 3.0 ) === exponential( 3.0 ) );
// returns true

exponential.NAME

The generator name.

var str = exponential.NAME;
// returns 'exponential'

exponential.PRNG

The underlying pseudorandom number generator.

var prng = exponential.PRNG;
// returns <Function>