public class Ziggurat2000 extends Object implements RandomStandardNormalGenerator
BoxMuller transform seem to have better distributional properties.
There are implementation problems in the original uniform random number generator proposed in the paper.
To improve the quality, we use MWC8222 for the uniform random number generation.| Constructor and Description |
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Ziggurat2000()
Construct a Ziggurat random normal generator.
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Ziggurat2000(RandomLongGenerator uniform)
Construct a Ziggurat random normal generator.
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| Modifier and Type | Method and Description |
|---|---|
double |
nextDouble()
Get the next random
double. |
void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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public Ziggurat2000(RandomLongGenerator uniform)
uniform - a uniform random number generatorpublic Ziggurat2000()
public void seed(long... seeds)
Seedablepublic double nextDouble()
RandomNumberGeneratordouble.nextDouble in interface RandomNumberGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.