Class: Normcore::Normal

Inherits:

Base

• Object
• Base
• Normcore::Normal

Defined in:

lib/normal.rb

Overview

The normal a.k.a. Gaussian distribution

en.wikipedia.org/wiki/Box–μller_transform

Usage:

normal = Normal.new(0, 1)

normal.rng # return one sample

normal.sample(10) # return 10 samples

Direct Known Subclasses

LogNormal

Instance Attribute Summary

• #μ ⇒ Object readonly

  Returns the value of attribute μ.

• #σ ⇒ Object readonly

  Returns the value of attribute σ.

Instance Method Summary

• #initialize(μ, σ) ⇒ Normal constructor

  A new instance of Normal.

• #rng ⇒ Object

  yield samples from gaussian distribution using the Box-μller transform.

Methods inherited from Base

#sample

Constructor Details

#initialize(μ, σ) ⇒ Normal

Returns a new instance of Normal.

# File 'lib/normal.rb', line 18

def initialize 

Instance Attribute Details

#μ ⇒ Object (readonly)

Returns the value of attribute μ.

# File 'lib/normal.rb', line 16

def 

#σ ⇒ Object (readonly)

Returns the value of attribute σ.

# File 'lib/normal.rb', line 16

def 

Instance Method Details

#rng ⇒ Object

yield samples from gaussian distribution using the Box-μller transform

# File 'lib/normal.rb', line 26

def rng
  box_muller
end