itpp::Normal_RNG Class Reference

Normal distributionNormal (Gaussian) random variables, using a simplified Ziggurat method. More...

#include <itpp/base/random.h>

Public Member Functions
	Normal_RNG (double meanval, double variance)
	Constructor. Set mean and variance.
	Normal_RNG ()
	Constructor. Set mean and variance.
void	setup (double meanval, double variance)
	Set mean, and variance.
void	get_setup (double &meanval, double &variance) const
	Get mean and variance.
double	operator() ()
	Get one sample.
vec	operator() (int n)
	Get a sample vector.
mat	operator() (int h, int w)
	Get a sample matrix.
double	sample ()
	Get a Normal distributed (0,1) sample.
void	sample_vector (int size, vec &out)
	Get a Normal distributed (0,1) vector.
void	sample_matrix (int rows, int cols, mat &out)
	Get a Normal distributed (0,1) matrix.

Detailed Description

Normal distribution

Normal (Gaussian) random variables, using a simplified Ziggurat method.

For details see the following arcticle: George Marsaglia, Wai Wan Tsang, "The Ziggurat Method for Generating Random Variables", Journal of Statistical Software, vol. 5 (2000), no. 8

This implementation is based on the generator written by Jochen Voss found at http://seehuhn.de/comp/ziggurat/, which is also included in the GSL library (randlist/gauss.c).

Definition at line 440 of file random.h.

---

The documentation for this class was generated from the following files:

• itpp/base/random.h
• itpp/base/random.cpp