grosso-modo
v4.3.0
Published
random number generator for specified confidence interval
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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 4
API
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