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random number generator for specified confidence interval

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hville/grosso-modo

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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

ExampleAPILicense

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

License

MIT © Hugo Villeneuve

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random number generator for specified confidence interval

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