Class ZigguratNormalizedGaussianSampler
- java.lang.Object
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- org.apache.commons.rng.sampling.distribution.ZigguratNormalizedGaussianSampler
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- 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.
Sampling uses:
- Since:
- 1.1
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Constructor Summary
Constructors Constructor Description ZigguratNormalizedGaussianSampler(UniformRandomProvider rng)
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Constructor Detail
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ZigguratNormalizedGaussianSampler
public ZigguratNormalizedGaussianSampler(UniformRandomProvider rng)
- Parameters:
rng- Generator of uniformly distributed random numbers.
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Method Detail
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sample
public double sample()
Creates a sample.- Specified by:
samplein interfaceContinuousSampler- Returns:
- a sample.
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toString
public java.lang.String toString()
- Overrides:
toStringin classjava.lang.Object
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