- All Implemented Interfaces:
public class ZigguratNormalizedGaussianSampler extends Object implements NormalizedGaussianSampler, SharedStateContinuousSamplerMarsaglia and Tsang "Ziggurat" method for sampling from a Gaussian distribution with mean 0 and standard deviation 1.
The algorithm is explained in this paper and this implementation has been adapted from the C code provided therein.
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description
static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler>
of(UniformRandomProvider rng)Create a new normalised Gaussian sampler.
sample()Creates a sample.
withUniformRandomProvider(UniformRandomProvider rng)Create a new instance of the sampler with the same underlying state using the given uniform random provider as the source of randomness.
public double sample()Creates a sample.