Pareto Random Numbers

Pareto (Type I) distributed pseudorandom numbers.

Usage

var pareto1 = require( '@stdlib/random/base/pareto-type1' );

pareto1( alpha, beta )

Returns a pseudorandom number drawn from a Pareto (Type I) distribution with parameters alpha (shape parameter) and beta (scale parameter).

var r = pareto1( 2.0, 5.0 );
// returns <number>

If alpha <= 0 or beta <= 0, the function returns NaN.

var r = pareto1( 2.0, -2.0 );
// returns NaN

r = pareto1( -2.0, 2.0 );
// returns NaN

If alpha or beta is NaN, the function returns NaN.

var r = pareto1( NaN, 5.0 );
// returns NaN

r = pareto1( 2.0, NaN );
// returns NaN

pareto1.factory( [alpha, beta, ][options] )

Returns a pseudorandom number generator (PRNG) for generating pseudorandom numbers drawn from a Pareto (Type I) distribution.

var rand = pareto1.factory();

var r = rand( 1.5, 1.5 );
// returns <number>

If provided alpha and beta, the returned generator returns random variates from the specified distribution.

var rand = pareto1.factory( 1.5, 1.5 );

var r = rand();
// returns <number>

r = rand();
// returns <number>

If not provided alpha and beta, the returned generator requires that both parameters be provided at each invocation.

var rand = pareto1.factory();

var r = rand( 1.0, 1.0 );
// returns <number>

r = rand( 3.14, 2.25 );
// returns <number>

The function accepts the following options:

  • seed: pseudorandom number generator seed.

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

var rand = pareto1.factory({
    'seed': 12345
});

var r = rand( 2.0, 3.0 );
// returns <number>

rand = pareto1.factory( 2.0, 3.0, {
    'seed': 12345
});

r = rand();
// returns <number>

pareto1.NAME

The generator name.

var str = pareto1.NAME;
// returns 'pareto-type1'

pareto1.PRNG

The underlying pseudorandom number generator.

var prng = pareto1.PRNG;
// returns <Function>

pareto1.SEED

The value used to seed pareto1().

var rand;
var r;
var i;

// Generate pseudorandom values...
for ( i = 0; i < 100; i++ ) {
    r = pareto1( 2.0, 2.0 );
}

// Generate the same pseudorandom values...
rand = pareto1.factory( 2.0, 2.0, {
    'seed': pareto1.SEED
});
for ( i = 0; i < 100; i++ ) {
    r = rand();
}

Examples

var pareto1 = require( '@stdlib/random/base/pareto-type1' );

var seed;
var rand;
var i;

// Generate pseudorandom numbers...
console.log( '\nseed: %d', pareto1.SEED );
for ( i = 0; i < 100; i++ ) {
    console.log( pareto1( 2.0, 2.0 ) );
}

// Create a new pseudorandom number generator...
seed = 1234;
rand = pareto1.factory( 6.0, 2.0, {
    'seed': seed
});
console.log( '\nseed: %d', seed );
for ( i = 0; i < 100; i++ ) {
    console.log( rand() );
}

// Create another pseudorandom number generator using a previous seed...
rand = pareto1.factory( 2.0, 2.0, {
    'seed': pareto1.SEED
});
console.log( '\nseed: %d', pareto1.SEED );
for ( i = 0; i < 100; i++ ) {
    console.log( rand() );
}