MarsagliaNormalizedGaussianSampler
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
Link copied to clipboard
open override fun sample(generator: RandomGenerator): BlockingDoubleChain
Content copied to clipboard
Generates a chain of samples.