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