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Interface Random

Interface for generating pseudorandom numbers drawn from an inverse gamma distribution.

Hierarchy

Callable

  • __call(alpha: number, beta: number): number

  • Returns an inverse gamma distributed pseudorandom number.

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

    Parameters

    • alpha: number

      shape parameter

    • beta: number

      scale parameter

    Returns number

    pseudorandom number

    Example

    var v = invgamma( 1.5, 1.5 );
// returns <number>

Index

Properties

Methods

Properties

NAME

NAME: string

Generator name.

PRNG

PRNG: random.PRNG

Underlying pseudorandom number generator.

byteLength

byteLength: number

PRNG state size (in bytes).

seed

seed: random.PRNGSeedMT19937

PRNG seed.

seedLength

seedLength: number

PRNG seed length.

state

state: random.PRNGStateMT19937

PRNG state.

stateLength

stateLength: number

PRNG state length.

Methods

factory

  • Returns a pseudorandom number generator for generating inverse gamma distributed random numbers.

    Notes
    • When provided alpha and beta, the returned PRNG returns random variates drawn from the specified distribution.
    throws

    must provide a valid state

    Parameters

    • alpha: number

      shape parameter

    • beta: number

      scale parameter

    • Optional options: Options

      function options

    Returns NullaryFunction

    pseudorandom number generator

    Example

    var myinvgamma = invgamma.factory( 1.5, 1.5 );

var v = myinvgamma();
// returns <number>

    Example

    var myinvgamma = invgamma.factory( 2.0, 3.0, {
    'seed': 297
});
var v = myinvgamma();
// returns <number>

  • Returns a pseudorandom number generator for generating inverse gamma distributed random numbers.

    Notes
    • When not provided alpha and beta, the returned PRNG requires that both alpha and beta be provided at each invocation.
    throws

    must provide a valid state

    Parameters

    • Optional options: Options

      function options

    Returns BinaryFunction

    pseudorandom number generator

    Example

    var myinvgamma = invgamma.factory();

var v = myinvgamma( 1.5, 1.5 );
// returns <number>

    Example

    var myinvgamma = invgamma.factory({
    'seed': 297
});
var v = myinvgamma( 2.3, 3.0 );
// returns <number>

toJSON

  • toJSON(): string