-
Notifications
You must be signed in to change notification settings - Fork 0
/
gauss.go
42 lines (36 loc) · 1.29 KB
/
gauss.go
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
// Package rng implements a series of pseudo-random number generator
// based on a variety of common probability distributions
package rng
import (
"math"
)
// GaussianGenerator is a random number generator for gaussian distribution.
// The zero value is invalid, use NewGaussianGenerator to create a generator
type GaussianGenerator struct {
uniform *UniformGenerator
}
// NewGaussianGenerator returns a gaussian-distribution generator
// it is recommended using time.Now().UnixNano() as the seed, for example:
// crng := rng.NewGaussianGenerator(time.Now().UnixNano())
func NewGaussianGenerator(seed int64) *GaussianGenerator {
urng := NewUniformGenerator(seed)
return &GaussianGenerator{urng}
}
// StdGaussian returns a random number of standard gaussian distribution
func (grng GaussianGenerator) StdGaussian() float64 {
return grng.gaussian()
}
// Gaussian returns a random number of gaussian distribution Gauss(mean, stddev^2)
func (grng GaussianGenerator) Gaussian(mean, stddev float64) float64 {
return mean + stddev*grng.gaussian()
}
func (grng GaussianGenerator) gaussian() float64 {
// Box-Muller Transform
var r, x, y float64
for r >= 1 || r == 0 {
x = grng.uniform.Float64Range(-1.0, 1.0)
y = grng.uniform.Float64Range(-1.0, 1.0)
r = x*x + y*y
}
return x * math.Sqrt(-2*math.Log(r)/r)
}