ZigguratNormalizedGaussianSampler (Apache Commons RNG Sampling 1.6 API)

java.lang.Object
- org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler

All Implemented Interfaces:

ContinuousSampler, NormalizedGaussianSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>
```
public class ZigguratNormalizedGaussianSampler
extends Object
implements NormalizedGaussianSampler, SharedStateContinuousSampler
```
Marsaglia 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.

Sampling uses:
- UniformRandomProvider.nextLong()
- UniformRandomProvider.nextDouble()
Since:

1.1

Constructor Summary

Constructors
Constructor Description

ZigguratNormalizedGaussianSampler(UniformRandomProvider rng)
Create an instance.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> S`	`of(UniformRandomProvider rng)`	Create a new normalised Gaussian sampler.
`double`	`sample()`	Creates a `double` sample.
`String`	`toString()`
`SharedStateContinuousSampler`	`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.

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.apache.commons.rng.sampling.distribution.ContinuousSampler
samples, samples

- Constructor Detail
  - ZigguratNormalizedGaussianSampler
```
public ZigguratNormalizedGaussianSampler(UniformRandomProvider rng)
```
    Create an instance.
    
    Parameters:
    
    rng - Generator of uniformly distributed random numbers.
- Method Detail
  - sample
```
public double sample()
```
    Creates a double sample.
    
    Specified by:
    
    sample in interface ContinuousSampler
    
    Returns:
    
    a sample.
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object
  - withUniformRandomProvider
```
public SharedStateContinuousSampler 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.
    
    Specified by:
    
    withUniformRandomProvider in interface SharedStateSampler<SharedStateContinuousSampler>
    
    Parameters:
    
    rng - Generator of uniformly distributed random numbers.
    
    Returns:
    
    the sampler
    
    Since:
    
    1.3
  - of
```
public static <S extends NormalizedGaussianSampler & SharedStateContinuousSampler> S of(UniformRandomProvider rng)
```
    Create a new normalised Gaussian sampler.
    
    Type Parameters:
    
    S - Sampler type.
    
    Parameters:
    
    rng - Generator of uniformly distributed random numbers.
    
    Returns:
    
    the sampler
    
    Since:
    
    1.3