GaussianSampler

class GaussianSampler(mean: Double, standardDeviation: Double, normalized: NormalizedGaussianSampler) : BlockingDoubleSampler

Sampling from a Gaussian distribution with given mean and standard deviation.

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

Constructors

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fun GaussianSampler(mean: Double, standardDeviation: Double, normalized: NormalizedGaussianSampler = BoxMullerSampler)

Types

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object Companion

Functions

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open override fun sample(generator: RandomGenerator): BlockingDoubleChain

Generates a chain of samples.

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open override fun toString(): String

Properties

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val mean: Double

the mean of the distribution.

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val standardDeviation: Double

the variance of the distribution.

Sources

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