des.math.method.stat.randn source code

1 module des.math.method.stat.randn;
2 
3 import std.math;
4 public import std.random;
5 
6 ///
7 double normal( double mu=0.0, double sigma=1.0 )
8 {
9     static bool deviate = false;
10     static float stored;
11 
12     if( !deviate )
13     {
14         double max = cast(double)(ulong.max - 1);
15         double dist = sqrt( -2.0 * log( uniform( 0, max ) / max ) );
16         double angle = 2.0 * PI * ( uniform( 0, max ) / max );
17 
18         stored = dist * cos( angle );
19         deviate = true;
20 
21         return dist * sin( angle ) * sigma + mu;
22     }
23     else
24     {
25         deviate = false;
26         return stored * sigma + mu;
27     }
28 }