4.3.0 • Published 3 years ago
grosso-modo v4.3.0
grosso-modo
random number generator for specified confidence interval note that this uses a gaussian Z as seed and not the usual uniform U to facilitate the generation of correlated variables
Example
import {norm, logn} from 'grosso-modo'
const n = norm(2, 4)(), // normal distribution with 50% of values between 2 and 4
l = logn(2, 4, 0.9)(), // lognormal distribution with 90% of values between 2 and 4API
All distribution take lower and upper bounds along with a probability confidence interval that defaults to 50%.
| Method | Arguments | Returns | Notes |
|---|---|---|---|
.norm | low, high [,prob] | rndNumberGenerator | Normal distribution |
.logn | low, high [,prob] | rndNumberGenerator | Lognormal distribution |
.uniform | low, high [,prob] | rndNumberGenerator | Uniform distribution |
.weibull | low, high [,prob] | rndNumberGenerator | Weibull distribution |
.step | fail,succ [,prob] | rndNumberGenerator | Bernouilli trial P(X == succ) |
.dice | min, max | rndNumberGenerator | Uniform discrete distribution |
.dagum | low, high [,prob] | rndNumberGenerator | Dagum distribution of shape p=1 |
.gumbel | low, high [,prob] | rndNumberGenerator | Gumbel distribution |
| Returned Function | Arguments | Returns | Notes |
|---|---|---|---|
rndNumberGenerator | [zSeed] | Number | Random number |
Where zSeed is an optional unit normal distribution number