This commit is contained in:
Iaroslav 2020-06-08 17:38:48 +07:00
parent 5ff76209aa
commit d4226b7e7d
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GPG Key ID: 46E15E4A31B3BCD7
3 changed files with 5 additions and 11 deletions

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@ -15,8 +15,9 @@ class GaussianSampler private constructor(
private val standardDeviation: Double,
private val normalized: NormalizedGaussianSampler
) : Sampler<Double> {
override fun sample(generator: RandomGenerator): Chain<Double> =
normalized.sample(generator).map { standardDeviation * it + mean }
override fun sample(generator: RandomGenerator): Chain<Double> = normalized
.sample(generator)
.map { standardDeviation * it + mean }
override fun toString(): String = "Gaussian deviate [$normalized]"

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@ -30,10 +30,8 @@ class MarsagliaNormalizedGaussianSampler private constructor(): NormalizedGaussi
if (r2 < 1 && r2 > 0) {
// Pair (x, y) is within unit circle.
alpha = sqrt(-2 * ln(r2) / r2)
// Keep second element of the pair for next invocation.
nextGaussian = alpha * y
// Return the first element of the generated pair.
break
}
@ -46,7 +44,6 @@ class MarsagliaNormalizedGaussianSampler private constructor(): NormalizedGaussi
// Use the second element of the pair (generated at the
// previous invocation).
val r = nextGaussian
// Both elements of the pair have been used.
nextGaussian = Double.NaN
r

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@ -73,8 +73,7 @@ class ZigguratNormalizedGaussianSampler private constructor() :
// Filling the tables.
var d = R
var t = d
var fd =
gauss(d)
var fd = gauss(d)
val q = V / fd
K[0] = (d / q * MAX).toLong()
K[1] = 0
@ -85,10 +84,7 @@ class ZigguratNormalizedGaussianSampler private constructor() :
(LAST - 1 downTo 1).forEach { i ->
d = sqrt(-2 * ln(V / d + fd))
fd =
gauss(
d
)
fd = gauss(d)
K[i + 1] = (d / t * MAX).toLong()
t = d
F[i] = fd