Inverse-Gamma Random Variables

Creates a matrix or array filled with draws from an inverse-gamma distribution.

Installation

$ npm install distributions-invgamma-random

For use in the browser, use browserify.

Usage

var random = require( 'distributions-invgamma-random' );

random( [dims][, opts] )

Creates a matrix or array filled with draws from an inverse-gamma distribution. The dims argument may either be a positive integer specifying a length or an array of positive integers specifying dimensions. If no dims argument is supplied,the function returns a single random draw from an inverse-gamma distribution.

var out;

// Set seed
random.seed = 2;

out = random( 5 );
// returns [ ~5.207, ~3.135, 1.4, ~1.161, ~1.027 ]

out = random( [2,1,2] );
// returns [ [ [~26.6681,~1.552] ], [ [~1.704,~1.02] ] ]

The function accepts the following options:

alpha: shape parameter. Default: 1.
beta: scale parameter. Default: 1.
seed: positive integer used as a seed to initialize the generator. If not supplied, uniformly distributed random numbers are generated via an underlying generator seedable by setting the seed property of the exported function.
dtype: output data type (see matrix for a list of acceptable data types). Default: generic.

The inverse-gamma distribution distribution is a function of two parameters: alpha > 0(shape parameter) and beta > 0(scale parameter). By default, alpha is equal to 1 and beta is equal to 1. To adjust either parameter, set the corresponding option.

var out = random( 5, {
	'alpha': 30,
	'beta': 5,
});
// returns [ ~0.007, ~0.008, ~0.006, ~0.006, ~0.006 ]

To be able to reproduce the generated random numbers, set the seed option to a positive integer.

var out = random( 3, {
	'seed': 22
});
// returns [ 3.74, ~0.955, ~4.923 ]

var out = random( 3, {
    'seed': 22
});
// returns [ 3.74, ~0.955, ~4.923 ]

If no seed option is supplied, each function call uses a common underlying uniform number generator. A positive-integer seed for this underlying generator can be supplied by setting the seed property of the exported function.

random.seed = 11;
var out = random();
// returns ~6.177

var out = random();
// returns ~1.649

random.seed = 11;
var out = random();
// returns ~6.177

var out = random();
// returns ~1.649

By default, the output data structure is a generic array. To output a typed array or matrix, set the dtype option.

var out;

out = random( 5, {
	'dtype': 'float32'
});
// returns Float32Array( [~0.469,~0.488,~0.588,0.65,0.9] )

out = random( [3,2], {
	'dtype': 'float64'
});
/*
	[ ~1.273 0.58
	  ~0.601 ~1.533
	  ~0.959 ~4.322 ]
*/

Notes:

Currently, for more than 2 dimensions, the function outputs a generic array and ignores any specified dtype.

var out = random( [2,1,3], {
	'dtype': 'float32'
});
// returns [  [ [~2.869,~9.661,~0.257] ], [ [~2.345,~0.218,~3.565] ] ]

Examples

var random = require( 'distributions-invgamma-random' ),
	out;

// Set seed
random.seed = 4;

// Plain arrays...

// 1x10:
out = random( 10 );

// 2x1x3:
out = random( [2,1,3] );

// 5x5x5:
out = random( [5,5,5] );

// 10x5x10x20:
out = random( [10,5,10,20] );

// Typed arrays...
out = random( 10, {
	'dtype': 'float32'
});

// Matrices...
out = random( [3,2], {
	'dtype': 'float64'
});

To run the example code from the top-level application directory,

$ node ./examples/index.js

Tests

Unit

Unit tests use the Mocha test framework with Chai assertions. To run the tests, execute the following command in the top-level application directory:

$ make test

All new feature development should have corresponding unit tests to validate correct functionality.

Test Coverage

This repository uses Istanbul as its code coverage tool. To generate a test coverage report, execute the following command in the top-level application directory:

$ make test-cov

Istanbul creates a ./reports/coverage directory. To access an HTML version of the report,

$ make view-cov

License

MIT license.

distributions-io/invgamma-random