Implements ZIGNOR [1].

[1]: Jurgen A. Doornik (2005). [An Improved Ziggurat Method to Generate Normal Random Samples] (https://www.doornik.com/research/ziggurat.pdf). Nuffield College, Oxford.

rust/rand used as a reference;

NOTE: This seems interesting but reference code is a bit hard to grok: https://sbarral.github.io/etf.

Types

Functions

fn ZigTableGen(comptime is_symmetric: bool, comptime r: f64, comptime v: f64, comptime f: fn (f64) f64, comptime f_inv: fn (f64) f64, comptime zero_case: fn (Random, f64) f64) ZigTable

No documentation provided.

fn exp_f(x: f64) f64

No documentation provided.

fn exp_f_inv(y: f64) f64

No documentation provided.

fn exp_zero_case(random: Random, _: f64) f64

No documentation provided.

fn next_f64(random: Random, comptime tables: ZigTable) f64

No documentation provided.

fn norm_f(x: f64) f64

No documentation provided.

fn norm_f_inv(y: f64) f64

No documentation provided.

fn norm_zero_case(random: Random, u: f64) f64

No documentation provided.

Values

ExpDist
type
NormDist
type
exp_r
comptime_float
exp_v
comptime_float
norm_r
comptime_float
norm_v
comptime_float