Generate pseudorandom numbers drawn from an F distribution.
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> Generate pseudorandom numbers drawn from an [F][@stdlib/random/base/f] distribution.
``bash`
npm install @stdlib/random-f
`javascript`
var f = require( '@stdlib/random-f' );
#### f( shape, d1, d2\[, options] )
Returns an [ndarray][@stdlib/ndarray/ctor] containing pseudorandom numbers drawn from an [F][@stdlib/random/base/f] distribution.
`javascript`
var arr = f( [ 3, 3 ], 2.0, 5.0 );
// returns
The function has the following parameters:
- shape: output shape.
- d1: degrees of freedom. May be either a scalar or an [ndarray][@stdlib/ndarray/ctor]. When providing an [ndarray][@stdlib/ndarray/ctor], the [ndarray][@stdlib/ndarray/ctor] must be [broadcast compatible][@stdlib/ndarray/base/broadcast-shapes] with the specified output shape.
- d2: degrees of freedom. May be either a scalar or an [ndarray][@stdlib/ndarray/ctor]. When providing an [ndarray][@stdlib/ndarray/ctor], the [ndarray][@stdlib/ndarray/ctor] must be [broadcast compatible][@stdlib/ndarray/base/broadcast-shapes] with the specified output shape.
- options: function options.
When provided scalar distribution parameters, every element in the output [ndarray][@stdlib/ndarray/ctor] is drawn from the same distribution. To generate pseudorandom numbers drawn from different distributions, provide distribution parameter arguments as [ndarrays][@stdlib/ndarray/ctor]. The following example demonstrates broadcasting an [ndarray][@stdlib/ndarray/ctor] containing distribution parameters to generate sub-matrices drawn from different distributions.
`javascript
var getShape = require( '@stdlib/ndarray-shape' );
var array = require( '@stdlib/ndarray-array' );
var d1 = array( [ [ [ 2.0 ] ], [ [ 10.0 ] ] ] );
// returns
var d2 = array( [ [ [ 5.0 ] ], [ [ 20.0 ] ] ] );
// returns
var shape = getShape( d1 );
// returns [ 2, 1, 1 ]
var arr = f( [ 2, 3, 3 ], d1, d2 );
// returns
`
If provided an empty shape, the function returns a zero-dimensional [ndarray][@stdlib/ndarray/ctor].
`javascript
var getShape = require( '@stdlib/ndarray-shape' );
var arr = f( [], 2.0, 5.0 );
// returns
var shape = getShape( arr );
// returns []
var v = arr.get();
// returns
`
The function accepts the following options:
- dtype: output ndarray data type. Must be a real-valued floating-point or "generic" [data type][@stdlib/ndarray/dtypes].
- order: ndarray order (i.e., memory layout), which is either row-major (C-style) or column-major (Fortran-style). Default: 'row-major'.ndarray
- mode: specifies how to handle indices which exceed ndarray dimensions. For a list of supported modes, see [][@stdlib/ndarray/ctor]. Default: 'throw'.[ options.mode ]
- submode: a mode array which specifies for each dimension how to handle subscripts which exceed ndarray dimensions. If provided fewer modes than dimensions, an [ndarray][@stdlib/ndarray/ctor] instance recycles modes using modulo arithmetic. Default: .false
- readonly: boolean indicating whether an ndarray should be read-only. Default: .
By default, the function returns an [ndarray][@stdlib/ndarray/ctor] having a [data type][@stdlib/ndarray/dtypes] determined by the function's output data type [policy][@stdlib/ndarray/output-dtype-policies]. To override the default behavior, set the dtype option.
`javascript
var getDType = require( '@stdlib/ndarray-dtype' );
var opts = {
'dtype': 'generic'
};
var arr = f( [ 3, 3 ], 2.0, 5.0, opts );
// returns
var dt = String( getDType( arr ) );
// returns 'generic'
`
#### f.assign( d1, d2, out )
Fills an [ndarray][@stdlib/ndarray/ctor] with pseudorandom numbers drawn from an [F][@stdlib/random/base/f] distribution.
`javascript
var zeros = require( '@stdlib/ndarray-zeros' );
var out = zeros( [ 3, 3 ] );
// returns
var v = f.assign( 2.0, 5.0, out );
// returns
var bool = ( v === out );
// returns true
`
The method has the following parameters:
- d1: degrees of freedom. May be either a scalar or an [ndarray][@stdlib/ndarray/ctor]. When providing an [ndarray][@stdlib/ndarray/ctor], the [ndarray][@stdlib/ndarray/ctor] must be [broadcast compatible][@stdlib/ndarray/base/broadcast-shapes] with the output [ndarray][@stdlib/ndarray/ctor].
- d2: degrees of freedom. May be either a scalar or an [ndarray][@stdlib/ndarray/ctor]. When providing an [ndarray][@stdlib/ndarray/ctor], the [ndarray][@stdlib/ndarray/ctor] must be [broadcast compatible][@stdlib/ndarray/base/broadcast-shapes] with the output [ndarray][@stdlib/ndarray/ctor].
- out: output [ndarray][@stdlib/ndarray/ctor].
#### f.factory( \[options] )
Returns a function for generating pseudorandom numbers drawn from an [F][@stdlib/random/base/f] distribution.
`javascript
var getShape = require( '@stdlib/ndarray-shape' );
var random = f.factory();
var out = random( [ 3, 3 ], 2.0, 5.0 );
// returns
var sh = getShape( out );
// returns [ 3, 3 ]
`
The method 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 underlying pseudorandom number generator, one must seed the provided prng (assuming the provided prng is seedable).Uint32Array
- seed: pseudorandom number generator seed.
- state: a [][@stdlib/array/uint32] containing pseudorandom number generator state. If provided, the function ignores the seed option.false
- copy: boolean indicating whether to copy a provided pseudorandom number generator state. Setting this option to allows sharing state between two or more pseudorandom number generators. Setting this option to true ensures that an underlying 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.
`javascript
var minstd = require( '@stdlib/random-base-minstd' );
var opts = {
'prng': minstd.normalized
};
var random = f.factory( opts );
var out = random( [ 3, 3 ], 2.0, 5.0 );
// returns
`
To seed the underlying pseudorandom number generator, set the seed option.
`javascript
var opts = {
'seed': 12345
};
var random = f.factory( opts );
var out = random( [ 3, 3 ], 2.0, 5.0 );
// returns
`
The function returned by the factory method has the same interface and accepts the same options as the f function above.
#### f.PRNG
The underlying pseudorandom number generator.
`javascript`
var prng = f.PRNG;
// returns
#### f.seed
The value used to seed the underlying pseudorandom number generator.
`javascript`
var seed = f.seed;
// returns
If the factory method is provided a PRNG for uniformly distributed numbers, the associated property value on the returned function is null.
`javascript
var minstd = require( '@stdlib/random-base-minstd-shuffle' ).normalized;
var random = f.factory({
'prng': minstd
});
var seed = random.seed;
// returns null
`
#### f.seedLength
Length of underlying pseudorandom number generator seed.
`javascript`
var len = f.seedLength;
// returns
If the factory method is provided a PRNG for uniformly distributed numbers, the associated property value on the returned function is null.
`javascript
var minstd = require( '@stdlib/random-base-minstd-shuffle' ).normalized;
var random = f.factory({
'prng': minstd
});
var len = random.seedLength;
// returns null
`
#### f.state
Writable property for getting and setting the underlying pseudorandom number generator state.
`javascript`
var state = f.state;
// returns
If the factory method is provided a PRNG for uniformly distributed numbers, the associated property value on the returned function is null.
`javascript
var minstd = require( '@stdlib/random-base-minstd-shuffle' ).normalized;
var random = f.factory({
'prng': minstd
});
var state = random.state;
// returns null
`
#### f.stateLength
Length of underlying pseudorandom number generator state.
`javascript`
var len = f.stateLength;
// returns
If the factory method is provided a PRNG for uniformly distributed numbers, the associated property value on the returned function is null.
`javascript
var minstd = require( '@stdlib/random-base-minstd-shuffle' ).normalized;
var random = f.factory({
'prng': minstd
});
var len = random.stateLength;
// returns null
`
#### f.byteLength
Size (in bytes) of underlying pseudorandom number generator state.
`javascript`
var sz = f.byteLength;
// returns
If the factory method is provided a PRNG for uniformly distributed numbers, the associated property value on the returned function is null.
`javascript
var minstd = require( '@stdlib/random-base-minstd-shuffle' ).normalized;
var random = f.factory({
'prng': minstd
});
var sz = random.byteLength;
// returns null
`
- If PRNG state is "shared" (meaning a state array was provided during function creation and not copied) and one sets the underlying generator state to a state array having a different length, the function returned by the factory method does not update the existing shared state and, instead, points to the newly provided state array. In order to synchronize the output of the underlying generator according to the new shared state array, the state array for each relevant creation function and/or PRNG must be explicitly set.assign
- If PRNG state is "shared" and one sets the underlying generator state to a state array of the same length, the PRNG state is updated (along with the state of all other creation functions and/or PRNGs sharing the PRNG's state array).
- The output data type [policy][@stdlib/ndarray/output-dtype-policies] only applies to the main function and specifies that, by default, the function must return an [ndarray][@stdlib/ndarray/ctor] having a real-valued floating-point or "generic" [data type][@stdlib/ndarray/dtypes]. For the method, the output [ndarray][@stdlib/ndarray/ctor] is allowed to have any supported output [data type][@stdlib/ndarray/dtypes].
`javascript
var logEach = require( '@stdlib/console-log-each' );
var ndarray2array = require( '@stdlib/ndarray-to-array' );
var f = require( '@stdlib/random-f' );
// Create a function for generating random arrays originating from the same state:
var random = f.factory({
'state': f.state,
'copy': true
});
// Generate 3 one-dimensional arrays:
var x1 = random( [ 5 ], 2.0, 5.0 );
var x2 = random( [ 5 ], 2.0, 5.0 );
var x3 = random( [ 5 ], 2.0, 5.0 );
// Print the contents:
logEach( '%f, %f, %f', ndarray2array( x1 ), ndarray2array( x2 ), ndarray2array( x3 ) );
// Create another function for generating random arrays with the original state:
random = f.factory({
'state': f.state,
'copy': true
});
// Generate a two-dimensional array which replicates the above pseudorandom number generation sequence:
var x4 = random( [ 3, 5 ], 2.0, 5.0 );
// Convert to a list of nested arrays:
var arr = ndarray2array( x4 );
// Print the contents:
console.log( '' );
logEach( '%f, %f, %f', arr[ 0 ], arr[ 1 ], arr[ 2 ] );
`
*
This package is part of [stdlib][stdlib], a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop [stdlib][stdlib], see the main project [repository][stdlib].
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---
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