About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

iterawln

Create an iterator which introduces additive white Laplacian noise (AWLN).

Installation

npm install @stdlib/simulate-iter-awln

Alternatively,

To load the package in a website via a script tag without installation and bundlers, use the ES Module available on the esm branch (see README).
If you are using Deno, visit the deno branch (see README for usage intructions).
For use in Observable, or in browser/node environments, use the Universal Module Definition (UMD) build available on the umd branch (see README).

The branches.md file summarizes the available branches and displays a diagram illustrating their relationships.

To view installation and usage instructions specific to each branch build, be sure to explicitly navigate to the respective README files on each branch, as linked to above.

Usage

var iterawln = require( '@stdlib/simulate-iter-awln' );

iterawln( iterator, sigma[, options] )

Returns an iterator which introduces additive white Laplacian (a.k.a. biexponential or double-exponential) noise (AWLN) with standard deviation sigma.

var array2iterator = require( '@stdlib/array-to-iterator' );

var arr = array2iterator( [ 1.0, 1.0, 1.0, 1.0, 1.0 ] );
var it = iterawln( arr, 0.2 );

var v = it.next().value;
// returns <number>

v = it.next().value;
// returns <number>

// ...

The returned iterator protocol-compliant object has the following properties:

next: function which returns an iterator protocol-compliant object containing the next iterated value (if one exists) assigned to a value property and a done property having a boolean value indicating whether the iterator is finished.
return: function which closes an iterator and returns a single (optional) argument in an iterator protocol-compliant object.
PRNG: underlying pseudorandom number generator (PRNG).
seed: pseudorandom number generator seed. If provided a PRNG, the property value is null.
seedLength: length of generator seed. If provided a PRNG, the property value is null.
state: pseudorandom number generator state. If provided a PRNG, the property value is null.
stateLength: length of generator state. If provided a PRNG, the property value is null.
byteLength: size (in bytes) of generator state. If provided a PRNG, the property value is null.

The function 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 returned iterator, one must seed the provided prng (assuming the provided prng is seedable).
seed: pseudorandom number generator seed.
state: a Uint32Array containing pseudorandom number generator state. If provided, the function ignores the seed option.
copy: boolean indicating whether to copy a provided pseudorandom number generator state. Setting this option to false allows sharing state between two or more pseudorandom number generators. Setting this option to true ensures that a returned iterator has exclusive control over its internal state. Default: true.

By default, an iterator uses the MT19937 algorithm to generate uniformly distributed pseudorandom numbers on the interval [0,1). To use a different PRNG, set the prng option.

var array2iterator = require( '@stdlib/array-to-iterator' );
var minstd = require( '@stdlib/random-base-minstd-shuffle' );

var arr = array2iterator( [ 1.0, 1.0, 1.0, 1.0, 1.0 ] );
var it = iterawln( arr, 0.2, {
    'prng': minstd.normalized
});

var v = it.next().value;
// returns <number>

To seed an iterator, set the seed option.

var array2iterator = require( '@stdlib/array-to-iterator' );

var arr = array2iterator( [ 1.0, 1.0, 1.0, 1.0, 1.0 ] );
var it1 = iterawln( arr, 0.2, {
    'seed': 12345
});

var v1 = it1.next().value;
// returns <number>

var it2 = iterawln( arr, 0.2, {
    'seed': 12345
});

var v2 = it2.next().value;
// returns <number>

var bool = ( v1 === v2 );
// returns true

To return an iterator having a specific initial state, set the iterator state option.

var array2iterator = require( '@stdlib/array-to-iterator' );
var arr = array2iterator( [ 1.0, 1.0, 1.0, 1.0, 1.0 ] );

var it1 = iterawln( arr, 0.2 );

// Progress the underlying generator state:
var i;
for ( i = 0; i < 3; i++ ) {
    it1.next();
}

// Create a new iterator initialized to the current state of `it1`:
var it2 = iterawln( arr, 0.2, {
    'state': it1.state
});

// Test that the iterator values are the same:
var bool = ( it1.next().value === it2.next().value );
// returns true

Notes

If PRNG state is "shared" (meaning a state array was provided during iterator creation and not copied) and one sets the iterator state to a state array having a different length, the iterator does not update the existing shared state and, instead, points to the newly provided state array. In order to synchronize generated output according to the new shared state array, the state array for each relevant PRNG/iterator must be explicitly set.
If PRNG state is "shared" and one sets the iterator state to a state array of the same length, the PRNG state is updated (along with the state of all other PRNGs/iterators sharing the state array).
If an iterated value is non-numeric (including NaN), the returned iterator returns NaN. If non-numeric iterated values are possible, you are advised to provide an iterator which type checks and handles non-numeric values accordingly.

Examples

var iterSineWave = require( '@stdlib/simulate-iter-sine-wave' );
var iterawln = require( '@stdlib/simulate-iter-awln' );

// Create an iterator for generating a sine wave:
var sine = iterSineWave({
    'iter': 100,
    'amplitude': 10.0
});

// Create an iterator for introducing additive white Laplacian noise:
var it = iterawln( sine, 3.0 );

// Perform manual iteration...
var v;
while ( true ) {
    v = it.next();
    if ( v.done ) {
        break;
    }
    console.log( v.value );
}

Notice

This package is part of 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, see the main project repository.

Community

License

See LICENSE.

stdlib-js/simulate-iter-awln