Numeric.Random.Distribution.Normal
 Portability portable Stability experimental Maintainer m.p.donadio@ieee.org
Description
Module for transforming a list of uniform random variables into a list of normal random variables.
Synopsis
 normal_clt :: Int -> (Double, Double) -> [Double] -> [Double] normal_bm :: (Double, Double) -> [Double] -> [Double] normal_ar :: (Double, Double) -> [Double] -> [Double] normal_r :: (Double, Double) -> [Double] -> [Double]
Documentation
normal_clt
 :: Int Number of uniforms to sum -> (Double, Double) (mu,sigma) -> [Double] U -> [Double] X Normal random variables via the Central Limit Theorm (not explicity given, but see Ross) If mu=0 and sigma=1, then this will generate numbers in the range [-n2,n2]
normal_bm
 :: (Double, Double) (mu,sigma) -> [Double] U -> [Double] X Normal random variables via the Box-Mueller Polar Method (Ross, pp 450--452) If mu=0 and sigma=1, then this will generate numbers in the range [-8.57,8.57] assuing that the uniform RNG is really giving full precision for doubles.
normal_ar
 :: (Double, Double) (mu,sigma) -> [Double] U -> [Double] X Acceptance-Rejection Method (Ross, pp 448--450) If mu=0 and sigma=1, then this will generate numbers in the range [-36.74,36.74] assuming that the uniform RNG is really giving full precision for doubles.
normal_r
 :: (Double, Double) (mu,sigma) -> [Double] U -> [Double] X Ratio Method (Kinderman-Monahan) (Knuth, v2, 2ed, pp 125--127) If mu=0 and sigma=1, then this will generate numbers in the range [-1e15,1e15] (?) assuming that the uniform RNG is really giving full precision for doubles.