Package org.apache.commons.rng.sampling.distribution

Class ZigguratNormalizedGaussianSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler

All Implemented Interfaces:

ContinuousSampler, NormalizedGaussianSampler

public class ZigguratNormalizedGaussianSampler
extends java.lang.Object
implements NormalizedGaussianSampler

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.

Since:

1.1

Constructor Summary

Constructors

Constructor	Description
ZigguratNormalizedGaussianSampler(org.apache.commons.rng.UniformRandomProvider rng)

Method Summary

Modifier and Type	Method	Description
double	sample()	Creates a sample.
java.lang.String	toString()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

ZigguratNormalizedGaussianSampler

public ZigguratNormalizedGaussianSampler(org.apache.commons.rng.UniformRandomProvider rng)

Parameters:

rng - Generator of uniformly distributed random numbers.

Method Detail

sample

public double sample()

Creates a sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object