28 lines
777 B
C#
28 lines
777 B
C#
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using System;
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using System.Threading;
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using System.Threading.Tasks;
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namespace FastRng.Double.Distributions
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{
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public sealed class Laplace : IDistribution
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{
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public IRandom Random { get; set; }
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public double Mean { get; set; } = 0.0;
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public double Scale { get; set; } = 1.0;
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public async ValueTask<double> GetDistributedValue(CancellationToken token)
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{
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if (this.Random == null)
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return System.Double.NaN;
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var value = await this.Random.GetUniform(token);
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if (value < 0.5)
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return this.Mean + this.Scale * Math.Log(2.0 * value);
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else
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return this.Mean - this.Scale * Math.Log(2.0 * (1.0 - value));
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}
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}
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}
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