itpp::Normal_RNG Class Reference

Normal distributionNormal (Gaussian) random variables, using a simplified Ziggurat method. More...

`#include <itpp/base/random.h>`

## Public Member Functions | |

Normal_RNG (double meanval, double variance) | |

Constructor. Set mean and variance. | |

Normal_RNG () | |

Constructor. Set mean and variance. | |

void | setup (double meanval, double variance) |

Set mean, and variance. | |

void | get_setup (double &meanval, double &variance) const |

Get mean and variance. | |

double | operator() () |

Get one sample. | |

vec | operator() (int n) |

Get a sample vector. | |

mat | operator() (int h, int w) |

Get a sample matrix. | |

double | sample () |

Get a Normal distributed (0,1) sample. | |

void | sample_vector (int size, vec &out) |

Get a Normal distributed (0,1) vector. | |

void | sample_matrix (int rows, int cols, mat &out) |

Get a Normal distributed (0,1) matrix. | |

Normal distribution

Normal (Gaussian) random variables, using a simplified Ziggurat method.

For details see the following arcticle: George Marsaglia, Wai Wan Tsang, "The Ziggurat Method for Generating Random Variables", Journal of Statistical Software, vol. 5 (2000), no. 8

This implementation is based on the generator written by Jochen Voss found at http://seehuhn.de/comp/ziggurat/, which is also included in the GSL library (randlist/gauss.c).

The documentation for this class was generated from the following files:

- itpp/base/random.h
- itpp/base/random.cpp

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