toolkit/javascript/d3/examples/qq/stats.js
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--
set up second level for navigation

// Sample from a normal distribution with mean 0, stddev 1.
function normal() {
  var x = 0, y = 0, rds, c;
  do {
    x = Math.random() * 2 - 1;
    y = Math.random() * 2 - 1;
    rds = x * x + y * y;
  } while (rds == 0 || rds > 1);
  c = Math.sqrt(-2 * Math.log(rds) / rds); // Box-Muller transform
  return x * c; // throw away extra sample y * c
}

// Simple 1D Gaussian (normal) distribution
function normal1(mean, deviation) {
  return function() {
    return mean + deviation * normal();
  };
}

// Gaussian Mixture Model (k=3) fit using E-M algorithm
function normal3(dd) {
  return function() {
    var r = Math.random(),
        i = r < dd[0][2] ? 0 : r < dd[0][2] + dd[1][2] ? 1 : 2,
        d = dd[i];
    return d[0] + Math.sqrt(d[1]) * normal();
  }
}