Inverse Gamma Random Numbers

Fill a strided array with pseudorandom numbers drawn from an inverse gamma distribution.

Usage

var invgamma = require( '@stdlib/random/strided/invgamma' );

invgamma( N, alpha, sa, beta, sb, out, so[, options] )

Fills a strided array with pseudorandom numbers drawn from an inverse gamma distribution.

var Float64Array = require( '@stdlib/array/float64' );

// Create an array:
var out = new Float64Array( 10 );

// Fill the array with pseudorandom numbers:
invgamma( out.length, [ 2.0 ], 0, [ 5.0 ], 0, out, 1 );

The function has the following parameters:

N: number of indexed elements.
alpha: shape parameter.
sa: index increment for alpha.
beta: scale parameter.
sb: index increment for beta.
out: output array.
so: index increment for out.

The N and stride parameters determine which strided array elements are accessed at runtime. For example, to access every other value in out,

var out = [ 0.0, 0.0, 0.0, 0.0, 0.0, 0.0 ];

invgamma( 3, [ 2.0 ], 0, [ 5.0 ], 0, out, 2 );

Note that indexing is relative to the first index. To introduce an offset, use typed array views.

var Float64Array = require( '@stdlib/array/float64' );

// Initial arrays...
var alpha0 = new Float64Array( [ 0.0, 0.0, 0.0, 2.0, 2.0, 2.0 ] );
var beta0 = new Float64Array( [ 5.0, 5.0, 5.0, 5.0, 5.0, 5.0 ] );

// Create offset views...
var alpha1 = new Float64Array( alpha0.buffer, alpha0.BYTES_PER_ELEMENT*1 ); // start at 2nd element
var beta1 = new Float64Array( beta0.buffer, beta0.BYTES_PER_ELEMENT*3 ); // start at 4th element

// Create an output array:
var out = new Float64Array( 3 );

// Fill the output array:
invgamma( out.length, alpha1, -2, beta1, 1, out, 1 );

The function 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 Float64Array = require( '@stdlib/array/float64' );
var minstd = require( '@stdlib/random/base/minstd' );

var opts = {
    'prng': minstd.normalized
};

var out = new Float64Array( 10 );
invgamma( out.length, [ 2.0 ], 0, [ 5.0 ], 0, out, 1, opts );

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

var Float64Array = require( '@stdlib/array/float64' );

var opts = {
    'seed': 12345
};

var out = new Float64Array( 10 );
invgamma( out.length, [ 2.0 ], 0, [ 5.0 ], 0, out, 1, opts );

invgamma.ndarray( N, alpha, sa, oa, beta, sb, ob, out, so, oo[, options] )

Fills a strided array with pseudorandom numbers drawn from a inverse gamma distribution using alternative indexing semantics.

var Float64Array = require( '@stdlib/array/float64' );

// Create an array:
var out = new Float64Array( 10 );

// Fill the array with pseudorandom numbers:
invgamma.ndarray( out.length, [ 2.0 ], 0, 0, [ 5.0 ], 0, 0, out, 1, 0 );

The function has the following additional parameters:

oa: starting index for alpha.
ob: starting index for beta.
oo: starting index for out.

While typed array views mandate a view offset based on the underlying buffer, the offset parameters support indexing semantics based on starting indices. For example, to access every other value in out starting from the second value,

var out = [ 0.0, 0.0, 0.0, 0.0, 0.0, 0.0 ];

invgamma.ndarray( 3, [ 2.0 ], 0, 0, [ 5.0 ], 0, 0, out, 2, 1 );

The function accepts the same options as documented above for invgamma().

Notes

If N <= 0, both functions leave the output array unchanged.
Both functions support array-like objects having getter and setter accessors for array element access.

Examples

var zeros = require( '@stdlib/array/zeros' );
var zeroTo = require( '@stdlib/array/base/zero-to' );
var logEach = require( '@stdlib/console/log-each' );
var invgamma = require( '@stdlib/random/strided/invgamma' );

// Specify a PRNG seed:
var opts = {
    'seed': 1234
};

// Create an array:
var x1 = zeros( 10, 'float64' );

// Create a list of indices:
var idx = zeroTo( x1.length );

// Fill the array with pseudorandom numbers:
invgamma( x1.length, [ 2.0 ], 0, [ 5.0 ], 0, x1, 1, opts );

// Create a second array:
var x2 = zeros( 10, 'generic' );

// Fill the array with the same pseudorandom numbers:
invgamma( x2.length, [ 2.0 ], 0, [ 5.0 ], 0, x2, 1, opts );

// Print the array contents:
logEach( 'x1[%d] = %.2f; x2[%d] = %.2f', idx, x1, idx, x2 );