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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