28 lines
726 B
JavaScript
28 lines
726 B
JavaScript
import defaultSource from "./defaultSource.js";
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import binomial from "./binomial.js";
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import gamma from "./gamma.js";
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export default (function sourceRandomPoisson(source) {
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var G = gamma.source(source),
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B = binomial.source(source);
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function randomPoisson(lambda) {
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return function() {
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var acc = 0, l = lambda;
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while (l > 16) {
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var n = Math.floor(0.875 * l),
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t = G(n)();
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if (t > l) return acc + B(n - 1, l / t)();
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acc += n;
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l -= t;
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}
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for (var s = -Math.log1p(-source()), k = 0; s <= l; ++k) s -= Math.log1p(-source());
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return acc + k;
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};
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}
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randomPoisson.source = sourceRandomPoisson;
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return randomPoisson;
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})(defaultSource);
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