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Normal Distribution in javascript
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/** | |
* https://en.wikipedia.org/wiki/Marsaglia_polar_method | |
* | |
* @param {*} mean Mittel | |
* @param {*} sd Spreitzung | |
*/ | |
export function NormalDistribution(mean, sd) { | |
this._cache = []; | |
this.mean = mean; | |
this.sd = sd; | |
} | |
NormalDistribution.prototype._fill = function () { | |
let u, v, q, p | |
do { | |
u = 2.0 * Math.random() - 1; | |
v = 2.0 * Math.random() - 1; | |
q = u * u + v * v; | |
} while (q >= 1.0 || q == 0.0); | |
p = Math.sqrt(-2 * Math.log(q) / q); | |
let x1 = u * p; | |
let x2 = v * p; | |
this._cache.push(x1, x2); | |
}; | |
NormalDistribution.prototype.next = function () { | |
if (this._cache.length === 0) { | |
this._fill(); | |
} | |
var z = this._cache.pop(); | |
return (z * this.sd) + this.mean; | |
}; | |
/** | |
* @param {*} mean Mittel | |
* @param {*} sd Spreitzung | |
*/ | |
export function EvenlyDistribution(mean, sd) { | |
this.diff = 2 * sd; | |
this.shift = mean - sd; | |
} | |
EvenlyDistribution.prototype.next = function () { | |
return Math.random() * this.diff + this.shift | |
}; |
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