Takes two uniformly distributed deviates within the unit circle, and transforms them into two independently distributed normal deviates using the Box-Muller transformation.
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| | GaussianDistribution (int seed) |
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| | GaussianDistribution () |
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| double | RandomGauss (double mu=0, double sigma=1) |
| | Obtains normally (Gaussian) distrubuted random numbers, using the Box-Muller transformation. This transformation takes two uniformly distributed deviates within the unit circle, and transforms them into two independently distributed normal deviates. More...
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Takes two uniformly distributed deviates within the unit circle, and transforms them into two independently distributed normal deviates using the Box-Muller transformation.
Definition at line 12 of file GaussianDistribution.cs.
◆ GaussianDistribution() [1/2]
| GaussianDistribution.GaussianDistribution |
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int |
seed | ) |
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◆ GaussianDistribution() [2/2]
| GaussianDistribution.GaussianDistribution |
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◆ RandomGauss()
| double GaussianDistribution.RandomGauss |
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mu = 0, |
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sigma = 1 |
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Obtains normally (Gaussian) distrubuted random numbers, using the Box-Muller transformation. This transformation takes two uniformly distributed deviates within the unit circle, and transforms them into two independently distributed normal deviates.
- Parameters
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| mu | The mean of the distribution. Default is zero |
| sigma | The standard deviation of the distribution. Default is one. |
- Returns
Definition at line 35 of file GaussianDistribution.cs.
◆ temp1
| double GaussianDistribution.temp1 |
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◆ temp2
| double GaussianDistribution.temp2 |
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◆ u1
| double GaussianDistribution.u1 |
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◆ u2
| double GaussianDistribution.u2 |
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The documentation for this class was generated from the following file:
