stevenzeiler · October 14, 2023 02:58 · Oct 14, 2023
diff --git a/generate_standard_distribution.ts b/generate_standard_distribution.ts
@@ -0,0 +1,36 @@
+/**
+ * Generates a normally distributed random number with an absolute value.
+ * @returns A positive random number following a standard normal distribution.
+ */
+function boxMullerRandomPositive(): number {
+  let u = 0, v = 0;
+  while (u === 0) u = Math.random();
+  while (v === 0) v = Math.random();
+  return Math.abs(Math.sqrt(-2.0 * Math.log(u)) * Math.cos(2.0 * Math.PI * v));
+}
+
+/**
+ * Generates an array of N positive values in a standard distribution that sum to X.
+ * @param N - The number of values to generate.
+ * @param X - The target sum for the generated values.
+ * @returns An array of N positive numbers in a standard distribution that sum to X.
+ */
+function generatePositiveStandardDistribution(N: number, X: number): number[] {
+  let generatedValues: number[] = new Array(N).fill(0).map(() => boxMullerRandomPositive());
+
+  // Calculate the current sum of generated values
+  const currentSum = generatedValues.reduce((acc, val) => acc + val, 0);
+
+  // Scale the values so that their sum becomes X
+  const scalingFactor = X / currentSum;
+  generatedValues = generatedValues.map(val => val * scalingFactor);
+
+  return generatedValues;
+}
+
+// Example usage
+const N = 100;
+const X = 10;
+const result = generatePositiveStandardDistribution(N, X);
+console.log(`Generated positive values: ${result}`);
+console.log(`Sum: ${result.reduce((acc, val) => acc + val, 0)}`);