Box-Muller Transform

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Box-Muller Transform

Standard normally distributed pseudorandom numbers using the Box-Muller transform.

Installation

npm install @stdlib/random-base-box-muller

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 randn = require( '@stdlib/random-base-box-muller' );

randn()

Returns a standard normally distributed pseudorandom number.

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

randn.factory( [options] )

Returns a pseudorandom number generator (PRNG) for generating standard normally distributed pseudorandom numbers.

var rand = randn.factory();

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 returned 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 a returned 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 rand = randn.factory({
    'prng': minstd.normalized
});

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

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

var rand1 = randn.factory({
    'seed': 12345
});

var r1 = rand1();
// returns <number>

var rand2 = randn.factory({
    'seed': 12345
});

var r2 = rand2();
// returns <number>

var bool = ( r1 === r2 );
// returns true

To return a generator having a specific initial state, set the generator state option.

var rand;
var bool;
var r;
var i;

// Generate pseudorandom numbers, thus progressing the generator state:
for ( i = 0; i < 1000; i++ ) {
    r = randn();
}

// Create a new PRNG initialized to the current state of `randn`:
rand = randn.factory({
    'state': randn.state
});

// Test that the generated pseudorandom numbers are the same:
bool = ( rand() === randn() );
// returns true

randn.NAME

The generator name.

var str = randn.NAME;
// returns 'box-muller'

randn.PRNG

The underlying pseudorandom number generator for uniformly distributed numbers on the interval [0,1).

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

randn.MIN

Minimum possible value.

var min = randn.MIN;
// returns <number>

Note that this value is computed based on the minimum value of the underlying PRNG for uniformly distributed numbers. If the underlying PRNG does not have a MIN property, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var min = rand.MIN;
// returns null

randn.MAX

Maximum possible value.

var max = randn.MAX;
// returns <number>

Note that this value is computed based on the minimum value of the underlying PRNG for uniformly distributed numbers. If the underlying PRNG does not have a MIN property, this value is null.

var rand = randn.factory({
    'prng': Math.random
});

var max = rand.MAX;
// returns null