feat: add version flag, fix --float parsing, and optimize distributions

This commit is contained in:
2026-06-12 15:39:46 +08:00
parent 68597c0c24
commit 3cecb23ea1
6 changed files with 136 additions and 75 deletions
+75 -18
View File
@@ -4,16 +4,34 @@ import { type Options } from "./types";
// Individual distribution samplers
// ---------------------------------------------------------------------------
/** Box-Muller transform. Each call consumes 2 uniform randoms. */
// Cached second normal deviate from Box-Muller transform.
let spareNormal: number | null = null;
/** Box-Muller with pair caching: uses half the RNG calls of naive Box-Muller. */
function normalRandom(mean: number, stddev: number): number {
if (spareNormal !== null) {
const v = spareNormal;
spareNormal = null;
return mean + stddev * v;
}
let u1 = Math.random();
while (u1 === 0) u1 = Math.random(); // avoid log(0)
for (let attempt = 0; u1 === 0 && attempt < 100; attempt++) {
u1 = Math.random();
}
if (u1 === 0) u1 = Number.EPSILON;
const u2 = Math.random();
return mean + stddev * Math.sqrt(-2 * Math.log(u1)) * Math.cos(2 * Math.PI * u2);
const r = Math.sqrt(-2 * Math.log(u1));
spareNormal = r * Math.sin(2 * Math.PI * u2);
return mean + stddev * r * Math.cos(2 * Math.PI * u2);
}
/** Sum of Bernoulli trials. */
/** Bernoulli trials; Normal approximation when n>10_000 and np, n(1-p) both >5. */
function binomialRandom(n: number, p: number): number {
if (n > 10_000 && n * p > 5 && n * (1 - p) > 5) {
const mean = n * p;
const stddev = Math.sqrt(n * p * (1 - p));
return Math.max(0, Math.min(n, Math.round(normalRandom(mean, stddev))));
}
let s = 0;
for (let i = 0; i < n; i++) {
if (Math.random() < p) s++;
@@ -21,8 +39,11 @@ function binomialRandom(n: number, p: number): number {
return s;
}
/** Knuth's algorithm. */
/** Knuth's algorithm; Normal approximation for λ > 100 (avoids exp underflow). */
function poissonRandom(lambda: number): number {
if (lambda > 100) {
return Math.max(0, Math.round(normalRandom(lambda, Math.sqrt(lambda))));
}
const L = Math.exp(-lambda);
let k = 0;
let p = 1;
@@ -33,9 +54,9 @@ function poissonRandom(lambda: number): number {
return k - 1;
}
/** Inverse CDF. */
/** Inverse CDF. Caller must ensure λ > 0. */
function exponentialRandom(lambda: number): number {
return -Math.log(Math.random()) / lambda;
return -Math.log(Math.random() || Number.EPSILON) / lambda;
}
/** Urn model — simulate drawing without replacement. */
@@ -58,31 +79,67 @@ function hypergeometricRandom(N: number, K: number, n: number): number {
// Dispatcher
// ---------------------------------------------------------------------------
export function generate(opts: Options): number[] {
const results: number[] = [];
export function validateOptions(opts: Options): void {
if (!Number.isInteger(opts.count) || opts.count < 1) {
throw new Error(`invalid count: ${opts.count}`);
}
if (!Number.isInteger(opts.decimals) || opts.decimals < 0 || opts.decimals > 100) {
throw new Error(`decimals must be 0100, got ${opts.decimals}`);
}
switch (opts.dist) {
case "uniform":
if (opts.min > opts.max) throw new Error(`min (${opts.min}) > max (${opts.max})`);
break;
case "normal":
if (opts.stddev <= 0) throw new Error(`stddev must be > 0, got ${opts.stddev}`);
break;
case "binomial":
if (opts.trials < 0 || !Number.isInteger(opts.trials))
throw new Error(`trials must be a non-negative integer, got ${opts.trials}`);
if (opts.prob < 0 || opts.prob > 1)
throw new Error(`prob must be 01, got ${opts.prob}`);
break;
case "poisson":
case "exponential":
if (opts.lambda <= 0) throw new Error(`lambda must be > 0, got ${opts.lambda}`);
break;
case "hypergeometric":
if (opts.popSize < 0 || !Number.isInteger(opts.popSize))
throw new Error(`population size N must be a non-negative integer, got ${opts.popSize}`);
if (opts.successes < 0 || opts.successes > opts.popSize || !Number.isInteger(opts.successes))
throw new Error(`successes K must be 0N, got ${opts.successes} (N=${opts.popSize})`);
if (opts.draws < 0 || opts.draws > opts.popSize || !Number.isInteger(opts.draws))
throw new Error(`draws n must be 0N, got ${opts.draws} (N=${opts.popSize})`);
break;
}
}
export function* generate(opts: Options): Generator<number> {
validateOptions(opts);
for (let i = 0; i < opts.count; i++) {
let v: number;
switch (opts.dist) {
case "uniform":
results.push(Math.random() * (opts.max - opts.min) + opts.min);
v = opts.decimals === 0
? Math.floor(Math.random() * (opts.max - opts.min + 1)) + opts.min
: Math.random() * (opts.max - opts.min) + opts.min;
break;
case "normal":
results.push(normalRandom(opts.mean, opts.stddev));
v = normalRandom(opts.mean, opts.stddev);
break;
case "binomial":
results.push(binomialRandom(opts.trials, opts.prob));
v = binomialRandom(opts.trials, opts.prob);
break;
case "poisson":
results.push(poissonRandom(opts.lambda));
v = poissonRandom(opts.lambda);
break;
case "exponential":
results.push(exponentialRandom(opts.lambda));
v = exponentialRandom(opts.lambda);
break;
case "hypergeometric":
results.push(
hypergeometricRandom(opts.popSize, opts.successes, opts.draws),
);
v = hypergeometricRandom(opts.popSize, opts.successes, opts.draws);
break;
}
yield opts.decimals > 0 ? v : Math.round(v);
}
return results;
}