Sha256: bc5edcf634ac7ea32b8d92c1593e97bf0bda5865e46f8f922a82668eefacbd83
Contents?: true
Size: 767 Bytes
Versions: 31
Compression:
Stored size: 767 Bytes
Contents
// Sample from a normal distribution with mean 0, stddev 1.
function normal() {
var x = 0, y = 0, rds, c;
do {
x = Math.random() * 2 - 1;
y = Math.random() * 2 - 1;
rds = x * x + y * y;
} while (rds == 0 || rds > 1);
c = Math.sqrt(-2 * Math.log(rds) / rds); // Box-Muller transform
return x * c; // throw away extra sample y * c
}
// Simple 1D Gaussian (normal) distribution
function normal1(mean, deviation) {
return function() {
return mean + deviation * normal();
};
}
// Gaussian Mixture Model (k=3) fit using E-M algorithm
function normal3(dd) {
return function() {
var r = Math.random(),
i = r < dd[0][2] ? 0 : r < dd[0][2] + dd[1][2] ? 1 : 2,
d = dd[i];
return d[0] + Math.sqrt(d[1]) * normal();
}
}
Version data entries
31 entries across 31 versions & 2 rubygems