Object

spire.random

Ziggurat

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object Ziggurat

This is a Scala implementation of the Ziggurat algorithm for generating random variables from decreasing densities.

Reference: George Marsaglia, Wai Wan Tsang: "The Ziggurat Method for Generating Random Variables" Journal of Statistical Software, Vol. 5, Issue 8, October 2000.

See also

Ziggurat algorithm @ Wikipedia

Ziggurat Paper

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  1. final def !=(arg0: Any): Boolean

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  2. final def ##(): Int

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  15. def rexp(g: Generator): Double

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  16. def rnor(g: Generator): Double

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  17. final def synchronized[T0](arg0: ⇒ T0): T0

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