core/spire.random/Ziggurat

Ziggurat

object Ziggurat

This is a Scala implementation of the Ziggurat algorithm for generating random variables from decreasing densities.

Reference: George Marsaglia, Wai Wan Tsang: "The Ziggurat Method for Generating Random Variables" Journal of Statistical Software, Vol. 5, Issue 8, October 2000.

See also:
class Object
trait Matchable
class Any

Value members

Concrete methods