simple box muller

simpleBoxMuller.js

// https://stackoverflow.com/questions/25582882/javascript-math-random-normal-distribution-gaussian-bell-curve
module.exports.boxMueller = function boxMueller(min = 0, max = 1) {
  const u = 1 - Math.random();
  const v = Math.random();
  let num = Math.sqrt(-2.0 * Math.log(u)) * Math.cos(2.0 * Math.PI * v);

  // translate from (-10,10) to (0,1) inclusive
  num = num / 10.0 + 0.5; // Translate to 0 -> 1
  num = Math.max(0, num);
  num = Math.min(1, num);

  // resample if out of bounds
  // if (num > 1 || num < 0) return RandomUtil.randomBM();

  return num * (max - min) + min;
};
module.exports.boxMuellerPick = function boxMuellerPick(list, skew) {
  let index = RandomUtil.boxMueller(0, list.length - 1);
  // eslint-disable-next-line
  index = index ** (skew || 1); // Math.pow(index, skew || 1);
  return list[index];
};