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

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

Types

Companion
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common
object Companion

Functions

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

Properties

mean
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common
val mean: Double
the mean of the distribution.
standardDeviation
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common
val standardDeviation: Double
the variance of the distribution.

Sources

common source
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