AssemblyScript Random Library

Generate random numbers with various distributions. Also provide some common probability functions for such distributions.

Status

Work in Progress. Untested

Features

• Expose fast integer random generator with proper range reduction
• Use most novel and fast algorithms for all kind of distributions
• Support random variable generators and its statistic functions like PDF, CDF, stddev and etc
• All input parameters are valid and don't throw exceptions
• All distributions in integer namespace (Randomi32 / Randomi64)
  don't use floating point arithmetics

Usage

import { Randf64 } from "as-random";

const rndSample = Randf64.normal();
const pdfSample = Randf64.normal.pdf(0.5);
const cdfSample = Randf64.normal.cdf(0.5);
const median1   = Randf64.normal.quantile(0.5);
const median2   = Randf64.normal.median();

Discrete integer distributions

• Uniform (in interval)
• Bernoulli
• Boolean

Floating point distributions

• Uniform (in interval)
• Alpha-Stable
• Bernoulli
• Beta
• Beta-Prime
• Binominal
• Cauchy
• Chi
• Chi-Square
• Exponential
• von Mises (von Mises-Fisher with d = 2)
• Frechet
• Gamma
• Geometric
• Gumbel
• Laplace
• Log-Normal
• Logistic
• Maxwell (Maxwell-Boltzmann)
• Normal (Gaussian)
• Pareto
• Poisson
• Rayleigh
• Snedecor's F
• Student's T
• Triangular
• Weibull