AlgRandZig.c File Reference

The Gaussian distribution random number generator is based on the Ziggurat method for generating random variables as used in the GNU scientific library. For details of the Ziggurat method see: George Marsaglia, Wai Wan Tsang The Ziggurat Method for Generating Random Variables, Journal of Statistical Software, vol. 5 (2000), no. 8 (http://www.jstatsoft.org/v05/i08/). More...

Functions
double	AlgRandZigNormal (double mu, double sigma)
	Generates a random double from a gaussian distribution the Ziggurat method. The distribution generated by this function is not quite as smooth as that generated by AlgRandNormal() but the time taken is a factor of ten smaller. More...

Detailed Description

The Gaussian distribution random number generator is based on the Ziggurat method for generating random variables as used in the GNU scientific library. For details of the Ziggurat method see: George Marsaglia, Wai Wan Tsang The Ziggurat Method for Generating Random Variables, Journal of Statistical Software, vol. 5 (2000), no. 8 (http://www.jstatsoft.org/v05/i08/).

Author

Bill Hill

Date

May 2008

Version

Id

c7f6a81c758a0bf2bc71e7acdfbd569782202691

Address: MRC Human Genetics Unit, MRC Institute of Genetics and Molecular Medicine, University of Edinburgh, Western General Hospital, Edinburgh, EH4 2XU, UK.

Copyright (C), [2012], The University Court of the University of Edinburgh, Old College, Edinburgh, UK.

This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 2 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program; if not, write to the Free Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.