Skip to content
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Original file line number Diff line number Diff line change
Expand Up @@ -60,19 +60,29 @@ public struct NormalDistribution: ContinuousDistribution, UnivariateDistribution
}

public func sample() -> Double {
let u1 = Double.random(in: 0 ... 1)
let u2 = Double.random(in: 0 ... 1)
let u1 = Double.random(in: Double.leastNonzeroMagnitude ..< 1)
let u2 = Double.random(in: Double.leastNonzeroMagnitude ..< 1)
return mean + (-2 * variance * .log(u1)).squareRoot() * .sin(2 * .pi * u2)
}

public func sample(_ numberOfElements: Int) -> [Double] {
precondition(0 < numberOfElements, "The requested number of samples need to be greater than 0.")

var uniformGenerator = Xoroshiro256StarStar()
return (1 ... numberOfElements).map { _ in
let u1 = Double.random(in: 0 ... 1, using: &uniformGenerator)
let u2 = Double.random(in: 0 ... 1, using: &uniformGenerator)
return mean + (-2 * variance * .log(u1)).squareRoot() * .sin(2 * .pi * u2)
var result = [Double]()
result.reserveCapacity(numberOfElements)

while result.count < numberOfElements {
let u1 = Double.random(in: Double.leastNonzeroMagnitude ..< 1, using: &uniformGenerator)
let u2 = Double.random(in: Double.leastNonzeroMagnitude ..< 1, using: &uniformGenerator)
let radius = (-2 * variance * .log(u1)).squareRoot()
let angle = 2 * Double.pi * u2
result.append(mean + radius * .cos(angle))
if result.count < numberOfElements {
result.append(mean + radius * .sin(angle))
}
}

return result
}
}
Loading