org.apache.commons.rng.sampling.distribution

Class BoxMullerNormalizedGaussianSampler

java.lang.Object

org.apache.commons.rng.sampling.distribution.SamplerBase

org.apache.commons.rng.sampling.distribution.BoxMullerNormalizedGaussianSampler

All Implemented Interfaces:

ContinuousSampler, NormalizedGaussianSampler

public class BoxMullerNormalizedGaussianSampler
extends SamplerBase
implements NormalizedGaussianSampler

Box-Muller algorithm for sampling from Gaussian distribution with mean 0 and standard deviation 1.

Since:

1.1

Constructor Summary

Constructors

Constructor and Description
BoxMullerNormalizedGaussianSampler(UniformRandomProvider rng)

Method Summary

Modifier and Type	Method and Description
double	sample() Creates a sample.
String	toString()

Methods inherited from class org.apache.commons.rng.sampling.distribution.SamplerBase

nextDouble, nextInt, nextInt, nextLong

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

BoxMullerNormalizedGaussianSampler

public BoxMullerNormalizedGaussianSampler(UniformRandomProvider rng)

Parameters:

rng - Generator of uniformly distributed random numbers.

Method Detail

sample

public double sample()

Creates a sample.

Specified by:

sample in interface ContinuousSampler

Returns:

a sample.

toString

public String toString()

Overrides:

toString in class SamplerBase