{-| Module : Data.Stochastic.Internal Description : Internal utility functions for Sample types. License : GPL-3 Maintainer : hackage@mail.kevinl.io Stability : experimental -} module Data.Stochastic.Internal ( boxMuller , decentRandom ) where import System.Random import Numeric.MathFunctions.Constants -- | Function to convert values sampled from uniform distribution -- to a value sampled from a standard normal distribution. boxMuller :: (Floating a) => a -> a -> a boxMuller u1 u2 = cos (2 * pi * u2) * (sqrt $ (-2) * (log u1)) -- | Randoms that aren't too small or equal to 1. decentRandom :: (RandomGen g) => g -> (Double, g) decentRandom gen = let (sampled, newG) = randomR (0, 1.0) gen in if sampled <= m_epsilon || sampled == 1 then decentRandom newG else (sampled, newG)