Global

Methods

baseGenerator(generator, sizeopt) → {number|Array}

Generates random floats or arrays of random floats given a random number generator function and a size parameter.

Parameters:
Name Type Attributes Default Description
generator function

The random number generator function. It should return a random float between 0 (inclusive) and 1 (exclusive) on each call.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single float is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

Throws an error if the size parameter is not a number, an array, or null.

Type
Error
Returns:

A single random float, an array of random floats, or a multidimensional array depending on the value of the size parameter:

  • null: A single random float (e.g., 0.532).
  • number: A 1D array of random floats (e.g., [0.1, 0.4, 0.8]).
  • Array: A multidimensional array of random floats (e.g., [[0.1, 0.3], [0.4, 0.8]]).
Type
number | Array

binarySearch(array, value) → {number}

Performs binary search on a sorted array of floating-point numbers. Returns the index of the largest element that is smaller than the search value. If no such element exists, returns -1.

Parameters:
Name Type Description
array Array.<number>

The sorted array of floating-point numbers.
value number

The value to search for.
Source:
Returns:

The index of the largest element smaller than the search value.

Type
number

binomial(n, p, sizeopt) → {number|Array}

Generates random numbers or arrays of random numbers for a binomial distribution.

Parameters:
Name Type Attributes Default Description
n number

Number of trials.
p number

Probability of success in each trial.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single number is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Returns:

A single sample, an array, or a multidimensional array of binomial numbers.

Type
number | Array

cauchy(median, gamma, sizeopt) → {number|Array}

Generates random samples from a Cauchy distribution.

Parameters:
Name Type Attributes Default Description
median number

Location parameter (median of the distribution).
gamma number

Scale parameter (dispersion of the distribution, must be > 0).
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single value is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

Throws an error if:

  • The size parameter is not a number, an array or null.
  • The gamma parameter is not positive.
Type
Error
Returns:

A single value, an array, or a multidimensional array of random values from the Cauchy distribution.

Type
number | Array

chisquare(k, sizeopt) → {number|Array}

Generates random numbers following a Chi-squared distribution.

Parameters:
Name Type Attributes Default Description
k number

Degrees of freedom (must be a positive integer).
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single number is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

Throws an error if:

  • The size parameter is not a number, an array or null.
  • The degrees of freedom parameter k is not a positive integer.
Type
Error
Returns:

A random number or an array of random numbers from the Chi-squared distribution.

Type
number | Array

choice(array) → {Array}

Shuffles the elements of an array along the first axis in-place.

For N-dimensional arrays, this function only shuffles the order of the top-level sub-arrays. The content and order within each sub-array remain unchanged.

Parameters:
Name Type Description
array Array

The array to shuffle. Must be N-dimensional.
Source:
Returns:

A new shuffled array if a deep copy is required, otherwise in-place modification.

Type
Array

choleskyDecomposition(matrix) → {Array.<Array.<number>>}

Computes the Cholesky decomposition of a symmetric, positive-definite matrix.

Given a matrix A, returns a lower triangular matrix L such that: A = L * L^T

Parameters:
Name Type Description
matrix Array.<Array.<number>>

The symmetric, positive-definite matrix to decompose.
Source:
Throws:

Will throw an error if the matrix is not square or not positive-definite.

References:

Returns:

Lower triangular matrix L.

Type
Array.<Array.<number>>

exponential(lambda, sizeopt) → {number|Array}

Generates random samples from an exponential distribution.

Parameters:
Name Type Attributes Default Description
lambda number

The rate parameter (must be > 0).
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single value is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

Throws an error if:

  • The size parameter is not a number, an array or null.
  • The rate parameter lambda is not positive.
Type
Error
Returns:

A single value, an array, or a multidimensional array of random values from the exponential distribution.

Type
number | Array

geometric(p, sizeopt) → {number|Array}

Generates random numbers or arrays of random numbers for a geometric distribution.

Parameters:
Name Type Attributes Default Description
p number

Probability of success in each trial.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single number is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Returns:

A single sample, an array, or a multidimensional array of geometric numbers.

Type
number | Array

getRandomGenerator() → {function}

Returns the current random generator function.

Source:
Returns:

The random number generator function.

Type
function

inverseNormalCDF(value)

Computes the inverse cumulative distribution function of a normal distribution.

Parameters:
Name Type Description
value number

The point to evaluate.
Source:

lognormal(locopt, scaleopt, sizeopt) → {number|Array}

Generates random numbers or arrays of random numbers for a log-normal distribution.

Parameters:
Name Type Attributes Default Description
loc number <optional>
 0.0

The mean of the underlying normal distribution to sample. 0.0 by default.
scale number <optional>
 1.0

The standard deviation of the underlying normal distribution to sample. 1.0 by default.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single number is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

Throws an error if:

  • The size parameter is not a number, an array or null.
  • The scale parameter is not positive.
Type
Error
Returns:

A single sample, an array, or a multidimensional array of log-normal distributed numbers.

Type
number | Array

mixture(generatorsopt, priorsopt, sizeopt) → {number|Array}

Generates random numbers or arrays of random numbers for a mixture of given distributions.

Parameters:
Name Type Attributes Default Description
generators Array <optional>

The list of generators corresponding to each distribution.
priors number <optional>

The list of priors, one per distribution, must sum to 1.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single number is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

If any of the generators raise an error on sampling.

Type
Error
Returns:

A single sample, an array, or a multidimensional array of numbers accoirding to the mixture of the distributions provided.

Type
number | Array

multivariateNormal(means, covariance, sizeopt) → {Array.<Array.<number>>}

Generates random samples from a multivariate normal distribution.

Parameters:
Name Type Attributes Default Description
means Array.<number>

Array of means (μ) for each dimension.
covariance Array.<Array.<number>>

Covariance matrix (Σ).
size number <optional>
 1

Number of samples to generate.
Source:
Throws:

Throws an error if:

  • Means or covariances are not arrays of correct shape.
  • Covariance is not positive definite
  • The parameter size is not a positive integer.

References:

Type
Error
Returns:

An array of samples, each sample is an array of length equal to means.length.

Type
Array.<Array.<number>>

normal(locopt, scaleopt, sizeopt) → {number|Array}

Generates random numbers or arrays of random numbers for a normal distribution.

Parameters:
Name Type Attributes Default Description
loc number <optional>
 0.0

The mean of the normal distribution to sample. 0.0 by default.
scale number <optional>
 1.0

The standard deviation of the normal distribution to sample. 1.0 by default.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single number is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

If scale is less or equal to 0.0.

Type
Error
Returns:

A single sample, an array, or a multidimensional array of normal distributed numbers.

Type
number | Array

pareto(alpha, xm, sizeopt) → {number|Array}

Generates random numbers or arrays of random numbers for a Pareto distribution.

Parameters:
Name Type Attributes Default Description
alpha number

The tail index.
xm number

The minimum.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single number is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

If alpha or xm are less or equal to 0.0.

Type
Error
Returns:

A single sample, an array, or a multidimensional array of Pareto numbers.

Type
number | Array

pcg64(seed) → {function}

PCG64 Random Number Generator

A JavaScript implementation of the Permuted Congruential Generator (PCG). This algorithm was introduced by Melissa E. O'Neill in her paper: "PCG: A Family of Simple Fast Space-Efficient Statistically Good Algorithms for Random Number Generation" (2014).

Reference:

  • Paper: https://www.pcg-random.org/pdf/toms-oneill-pcg-family-v1.02.pdf
  • Website: https://www.pcg-random.org/

Constants used (multiplier and increment) are based on the PCG64 default configuration:

  • Multiplier: 6364136223846793005 (prime relative to 2^64, ensures full period).
  • Increment: 1442695040888963407 (odd, ensures proper state transitions).

This implementation generates 64-bit random numbers and maps them to the range [0, 1).

Parameters:
Name Type Description
seed number | bigint

The initial seed for the random generator.
Source:
Returns:
  • A function that generates random numbers in [0, 1).
Type
function

permutation(x) → {Array}

Generates a random permutation of an array or a range of integers.

Parameters:
Name Type Description
x Array | number

If an array, it is shuffled and returned. If a number n, returns a random permutation of integers [0, 1, ..., n-1].
Source:
Returns:

A randomly permuted array.

Type
Array

poisson(lambda, sizeopt) → {number|Array}

Generates random numbers following a Poisson distribution with a given mean (lambda). The Poisson distribution models the number of events occurring in a fixed interval of time or space, given the events occur independently and at a constant average rate.

Algorithm: Knuth's method is used for generating Poisson-distributed random numbers. For lambda <= 30, Knuth's algorithm is efficient and accurate. For larger lambda the normal approximation is used.

Parameters:
Name Type Attributes Default Description
lambda number

The mean number of occurrences (lambda > 0).
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single Poisson random value is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

If lambda is not a positive number.

Type
Error
Returns:

A Poisson random number, an array of random numbers, or a multidimensional array.

Type
number | Array

randint(low, highopt, sizeopt) → {number|Array}

Generates random integers or arrays of random integers within a specified range.

Parameters:
Name Type Attributes Default Description
low number

The inclusive lower bound of the random integers.
high number <optional>
 null

The exclusive upper bound. If not provided, low is treated as high, and the range is [0, low).
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single integer is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

If low is greater than or equal to high.

Type
Error
Returns:

A random integer, an array of random integers, or a multidimensional array.

Type
number | Array

range(a, bopt, copt) → {Array.<number>}

Returns an array of integers from start (inclusive) to stop (exclusive), incrementing by step.

If only one argument is provided, it is interpreted as stop, and start is assumed to be 0. If step is not provided, it defaults to 1.

Parameters:
Name Type Attributes Description
a number

stop if it's the only argument, or start if there are two or more.
b number <optional>

stop if two arguments are provided.
c number <optional>

step, optional. Defaults to 1. Cannot be 0.
Source:
Returns:

Array of integers from start to stop, excluding stop.

Type
Array.<number>
Example
range(5);        // [0, 1, 2, 3, 4]
range(3, 7);     // [3, 4, 5, 6]
range(10, 2, -2) // [10, 8, 6, 4]

seed(seedValue) → {void}

Seeds the random number generator with a specified value.

Parameters:
Name Type Description
seedValue number

Value to initialize the random generator.
Source:
Throws:

Throws an error if the seedValue parameter is not a number.

Type
Error
Returns:
Type
void

shuffle(array) → {Array}

Shuffles the elements of an array along the first axis in-place.

For N-dimensional arrays, this function only shuffles the order of the top-level sub-arrays. The content and order within each sub-array remain unchanged.

Parameters:
Name Type Description
array Array

The array to shuffle. Must be N-dimensional.
Source:
Returns:

A new shuffled array if a deep copy is required, otherwise in-place modification.

Type
Array

triangular(a, b, c, sizeopt) → {number|Array}

Generates random numbers or arrays of random numbers for a triangular distribution.

Parameters:
Name Type Attributes Default Description
a number

Lower limit.
b number

Upper limit.
c number

Mode.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single number is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

If parameters a, b, c do not fulfill a < c < b.

Type
Error
Returns:

A single sample, an array, or a multidimensional array of triangular distributed numbers.

Type
number | Array

uniform(lowopt, highopt, sizeopt) → {number|Array}

Generates random floats or arrays of random floats within a specified range.

Parameters:
Name Type Attributes Default Description
low number <optional>
 0.0

The lower bound. 0.0 by default.
high number <optional>
 1.0

The upper bound. 1.0 by default.
size number | Array | null <optional>
 null

The shape of the output:

  • If null, a single float is returned.
  • If a number, a 1D array of the specified size is returned.
  • If an array (e.g., [m, n]), a multidimensional array of the specified shape is returned.
Source:
Throws:

If low is greater than or equal to high.

Type
Error
Returns:

A random float, an array of random float, or a multidimensional array.

Type
number | Array