| author | Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr> |
| Fri, 18 Apr 2014 14:31:58 +0200 | |
| changeset 51 | 79833eaa394a |
| parent 47 | c0b4a8b5a012 |
| permissions | -rw-r--r-- |
|
47
c0b4a8b5a012
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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1 |
// Sample from a normal distribution with mean 0, stddev 1. |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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2 |
function normal() { |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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3 |
var x = 0, y = 0, rds, c; |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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4 |
do { |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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5 |
x = Math.random() * 2 - 1; |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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6 |
y = Math.random() * 2 - 1; |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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7 |
rds = x * x + y * y; |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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8 |
} while (rds == 0 || rds > 1); |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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9 |
c = Math.sqrt(-2 * Math.log(rds) / rds); // Box-Muller transform |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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10 |
return x * c; // throw away extra sample y * c |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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11 |
} |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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12 |
|
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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13 |
// Simple 1D Gaussian (normal) distribution |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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14 |
function normal1(mean, deviation) { |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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15 |
return function() { |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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16 |
return mean + deviation * normal(); |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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17 |
}; |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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18 |
} |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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19 |
|
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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20 |
// Gaussian Mixture Model (k=3) fit using E-M algorithm |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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21 |
function normal3(dd) { |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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22 |
return function() { |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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23 |
var r = Math.random(), |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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24 |
i = r < dd[0][2] ? 0 : r < dd[0][2] + dd[1][2] ? 1 : 2, |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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25 |
d = dd[i]; |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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26 |
return d[0] + Math.sqrt(d[1]) * normal(); |
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27 |
} |
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Nicolas Sauret <nicolas.sauret@iri.centrepompidou.fr>
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28 |
} |