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
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
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