An implementation of Gaussian that uses the Marsaglia algorithm.
This is a Scala implementation of the Ziggurat algorithm for generating random variables from decreasing densities.
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.
Ziggurat algorithm @ Wikipedia
Ziggurat Paper