BoxMullerSampler

object BoxMullerSampler : NormalizedGaussianSampler

Box-Muller algorithm for sampling from a Gaussian distribution.

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

Functions

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open override fun sample(generator: RandomGenerator): BlockingDoubleChain

Generates a chain of samples.

Sources

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