C# Class GSF.NumericalAnalysis.GaussianDistribution

Implements a BoxMuller method for generating statistically normal random numbers.
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Public Methods

Method Description
GaussianDistribution ( double mean, double standardDeviation, double min, double max ) : System

Creates a GaussianDistribution

Next ( ) : double

Gets the next random value.

Method Details

GaussianDistribution() public method

Creates a GaussianDistribution
public GaussianDistribution ( double mean, double standardDeviation, double min, double max ) : System
mean double the mean of the distribution
standardDeviation double the standard deviation
min double a clipping boundary
max double a clipping boundary
return System

Next() public method

Gets the next random value.
public Next ( ) : double
return double