Exponential Random Numbers

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Exponential Random Numbers

Generate pseudorandom numbers drawn from an exponential distribution.

Installation

npm install @stdlib/random-exponential

Alternatively,

To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch (see README).
If you are using Deno, visit the deno branch (see README for usage intructions).
For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch (see README).

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.

Usage

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

exponential( shape, lambda[, options] )

Returns an ndarray containing pseudorandom numbers drawn from an exponential distribution.

var arr = exponential( [ 3, 3 ], 2.0 );
// returns <ndarray>

The function has the following parameters:

shape: output shape.
lambda: rate parameter. May be either a scalar or an ndarray. When providing an ndarray, the ndarray must be broadcast compatible with the specified output shape.
options: function options.

When provided a scalar distribution parameter, every element in the output ndarray is drawn from the same distribution. To generate pseudorandom numbers drawn from different distributions, provide a distribution parameter argument as an ndarray. The following example demonstrates broadcasting an ndarray containing distribution parameters to generate sub-matrices drawn from different distributions.

var getShape = require( '@stdlib/ndarray-shape' );
var array = require( '@stdlib/ndarray-array' );

var lambda = array( [ [ [ 2.0 ] ], [ [ 5.0 ] ] ] );
// returns <ndarray>

var shape = getShape( lambda );
// returns [ 2, 1, 1 ]

var arr = exponential( [ 2, 3, 3 ], lambda );
// returns <ndarray>

If provided an empty shape, the function returns a zero-dimensional ndarray.

var getShape = require( '@stdlib/ndarray-shape' );

var arr = exponential( [], 2.0 );
// returns <ndarray>

var shape = getShape( arr );
// returns []

var v = arr.get();
// returns <number>

The function accepts the following options:

dtype: output ndarray data type. Must be a real-valued floating-point or "generic" data type.
order: ndarray order (i.e., memory layout), which is either row-major (C-style) or column-major (Fortran-style). Default: 'row-major'.
mode: specifies how to handle indices which exceed ndarray dimensions. For a list of supported modes, see ndarray. Default: 'throw'.
submode: a mode array which specifies for each dimension how to handle subscripts which exceed ndarray dimensions. If provided fewer modes than dimensions, an ndarray instance recycles modes using modulo arithmetic. Default: [ options.mode ].
readonly: boolean indicating whether an ndarray should be read-only. Default: false.

By default, the function returns an ndarray having a data type determined by the function's output data type policy. To override the default behavior, set the dtype option.

var getDType = require( '@stdlib/ndarray-dtype' );

var opts = {
    'dtype': 'generic'
};

var arr = exponential( [ 3, 3 ], 2.0, opts );
// returns <ndarray>

var dt = getDType( arr );
// returns 'generic'

exponential.assign( lambda, out )

Fills an ndarray with pseudorandom numbers drawn from an exponential distribution.

var zeros = require( '@stdlib/ndarray-zeros' );

var out = zeros( [ 3, 3 ] );
// returns <ndarray>

var v = exponential.assign( 2.0, out );
// returns <ndarray>

var bool = ( v === out );
// returns true

The method has the following parameters:

lambda: rate parameter. May be either a scalar or an ndarray. When providing an ndarray, the ndarray must be broadcast compatible with the output ndarray.
out: output ndarray.

exponential.factory( [options] )

Returns a function for generating pseudorandom numbers drawn from an exponential distribution.

var getShape = require( '@stdlib/ndarray-shape' );

var random = exponential.factory();

var out = random( [ 3, 3 ], 2.0 );
// returns <ndarray>

var sh = getShape( out );
// returns [ 3, 3 ]

The method 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 underlying 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 an underlying 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 opts = {
    'prng': minstd.normalized
};
var random = exponential.factory( opts );

var out = random( [ 3, 3 ], 2.0 );
// returns <ndarray>

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

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

var out = random( [ 3, 3 ], 2.0 );
// returns <ndarray>

The function returned by the factory method has the same interface and accepts the same options as the exponential function above.

exponential.PRNG

The underlying pseudorandom number generator.

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