jsboxmuller

Box-Muller algorithm for generating normally distributed pseudo-random samples.

Installation

npm install --save jsboxmuller

Usage

Module exports a single function that returns pseudorandom numbers from normal distribution. Function takes two optional parameters:

Parameter	Description
mean	Mean value for random variable
variance	Variance of the distribution

If parameters are skipped, function will generate numbers from distribution with mean value of 0.0 and unit variance.

const bm = require('jsboxmuller');
 
let a = new Array(100);
for(let i=0; i<100; ++i) {
  a[i] = bm();
}
 
// Array contains values from normal distribution with mean 0.0 and variance 1.0
console.log(a);
 
// x and y in distribution with mean 12.0 and variance 0.2
let x = bm(12, 0.2); 
let y = bm() * 0.2 + 12;