C# Class Redzen.Numerics.BoxMullerGaussianSampler

Source of random values sample from a Gaussian distribution. Uses the polar form of the Box-Muller method. http://en.wikipedia.org/wiki/Box_Muller_transform

Datei anzeigen Open project: colgreen/Redzen

Public Methods

Method	Description
NextDouble ( ) : double	Get the next sample point from the gaussian distribution.
NextDouble ( double mu, double sigma ) : double	Get the next sample point from the gaussian distribution.

Method Details

NextDouble() public method

Get the next sample point from the gaussian distribution.

public NextDouble ( ) : double
return	double

NextDouble() public method

Get the next sample point from the gaussian distribution.

public NextDouble ( double mu, double sigma ) : double
mu	double
sigma	double
return	double