tango.math.random.Ziggurat

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Structs

Ziggurat
struct Ziggurat(RandG, T, alias probDensityF, alias tailGenerator, bool hasNegative = true)

ziggurat method for decreasing distributions. Marsaglia, Tsang, Journal of Statistical Software, 2000 If has negative is true the distribution is assumed to be symmetric with respect to 0, otherwise it is assumed to be from 0 to infinity. Struct based to avoid extra indirection when wrapped in a class (and it should be wrapped in a class and not used directly). Call style initialization avoided on purpose (this is a big structure, you don't want to return it)

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License

BSD style: $(LICENSE)

Version

Initial release: July 2008

Authors

Fawzi Mohamed