Source file `owl_base_stats_dist_exponential.ml`

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
# 1 "src/base/stats/owl_base_stats_dist_exponential.ml"
(*
 * OWL - OCaml Scientific and Engineering Computing
 * Copyright (c) 2016-2019 Liang Wang <liang.wang@cl.cam.ac.uk>
 *)


let std_exponential_rvs () =
  let u = Random.float 1. in
  -.(log1p (-.u))


let exponential_rvs ~lambda =
  let u = Random.float 1. in
  let s = -1. /. lambda in
  s *. log1p (-.u)