core/spire.random/Ziggurat

Ziggurat

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
class Object
trait Matchable
class Any

Value members

Concrete methods

def rexp(g: Generator): Double
def rnor(g: Generator): Double