MarsagliaNormalizedGaussianSampler

object MarsagliaNormalizedGaussianSampler : NormalizedGaussianSampler
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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.

Based on Commons RNG implementation. See https://commons.apache.org/proper/commons-rng/commons-rng-sampling/apidocs/org/apache/commons/rng/sampling/distribution/MarsagliaNormalizedGaussianSampler.html

Functions

sample
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common
open override fun sample(generator: RandomGenerator): BlockingDoubleChain
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Generates a chain of samples.