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zigrandom.cc File ReferenceDetailed Description========================================================================== This code is Copyright (C) 2005, Jurgen A. Doornik. Permission to use this code for non-commercial purposes is hereby given, provided proper reference is made to: Doornik, J.A. (2005), "An Improved Ziggurat Method to Generate Normal Random Samples", mimeo, Nuffield College, University of Oxford, and www.doornik.com/research. or the published version when available. This reference is still required when using modified versions of the code. This notice should be maintained in modified versions of the code. No warranty is given regarding the correctness of this code. ==========================================================================
Definition in file zigrandom.cc.
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Define Documentation
Value: do \ { u1 = (float)((*s_fnDRanu)()); u1 = 2 * u1 - 1;\ u2 = (float)((*s_fnDRanu)()); u2 = 2 * u2 - 1;\ d = u1 * u1 + u2 * u2; \ } while (d >= 1); \ d = sqrt( (-2.0 / d) * log(d) ); \ u1 *= d; u2 *= d Definition at line 242 of file zigrandom.cc.
Definition at line 56 of file zigrandom.cc. Referenced by DRan_MWC8222(), IRan_MWC8222(), VecDRan_MWC8222(), and VecIRan_MWC8222().
Definition at line 57 of file zigrandom.cc.
Definition at line 55 of file zigrandom.cc. Referenced by DRan_MWC8222(), IRan_MWC8222(), RanSetSeed_MWC8222(), VecDRan_MWC8222(), and VecIRan_MWC8222().
Value: do \ { u1 = (*s_fnDRanu)(); u1 = 2 * u1 - 1;\ u2 = (*s_fnDRanu)(); u2 = 2 * u2 - 1;\ d = u1 * u1 + u2 * u2; \ } while (d >= 1); \ d = sqrt( (-2.0 / d) * log(d) ); \ u1 *= d; u2 *= d Definition at line 216 of file zigrandom.cc. Referenced by DRanNormalPolar(), and FRanNormalPolar().
Function Documentation
Definition at line 302 of file zigrandom.cc. Referenced by DRanQuanNormal(), DRanQuanNormalZig(), DRanQuanNormalZig32(), DRanQuanNormalZig32Vec(), DRanQuanNormalZigVec(), and FRanQuanNormal().
Definition at line 306 of file zigrandom.cc.
Definition at line 144 of file zigrandom.cc. Referenced by DRanNormalTail(), DRanNormalZig(), and DRanNormalZigVec().
Definition at line 310 of file zigrandom.cc.
Definition at line 148 of file zigrandom.cc. Referenced by DRanNormalZig(), DRanNormalZig32(), and DRanNormalZig32Vec().
Definition at line 177 of file zigrandom.cc.
Definition at line 203 of file zigrandom.cc.
Definition at line 172 of file zigrandom.cc. Referenced by RanNormalSetSeedZig(), and RanNormalSetSeedZig32().
Definition at line 152 of file zigrandom.cc. Referenced by DRanNormalZig32Vec(), and DRanNormalZigVec().
Definition at line 116 of file zigrandom.cc.
Variable Documentation
Definition at line 61 of file zigrandom.cc.
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