Class MarsagliaNormalizedGaussianSampler

java.lang.Object
org.apache.commons.rng.sampling.distribution.MarsagliaNormalizedGaussianSampler
All Implemented Interfaces:
ContinuousSampler, NormalizedGaussianSampler, SharedStateContinuousSampler, SharedStateSampler<SharedStateContinuousSampler>

public class MarsagliaNormalizedGaussianSampler extends Object implements NormalizedGaussianSampler, SharedStateContinuousSampler
Marsaglia polar method for sampling from a Gaussian distribution with mean 0 and standard deviation 1. This is a variation of the algorithm implemented in BoxMullerNormalizedGaussianSampler.

Sampling uses UniformRandomProvider.nextDouble().

Since:
1.1