ppforest2::stats::Normal Class Reference

Normal (Gaussian) random number generator. More...

#include <Normal.hpp>

Public Member Functions
	Normal (float mean, float std_dev)
	Construct a Normal generator.
std::vector< float >	operator() (int count, RNG &rng)
	Generate multiple normal variates.
float	operator() (RNG &rng)
	Generate a single normal variate via the Box-Muller transform.

Detailed Description

Normal (Gaussian) random number generator.

Generates samples from N(mean, std_dev²) using the Box-Muller transform. Each call to the RNG produces a pair of independent standard normal variates; the second is cached and returned on the next invocation, so roughly half of the calls avoid the expensive trigonometric computation.

Uniform inputs are generated internally at 53-bit precision (see gen_unif01()), matching the significand width of IEEE 754 double-precision floats.

Constructor & Destructor Documentation

Normal()

ppforest2::stats::Normal::Normal	(	float	mean,
		float	std_dev )

Construct a Normal generator.

Parameters

mean	Distribution mean.
std_dev	Distribution standard deviation.

Member Function Documentation

operator()() [1/2]

std::vector< float > ppforest2::stats::Normal::operator()	(	int	count,
		RNG &	rng )

Generate multiple normal variates.

Parameters

count	Number of samples to generate.
rng	Random number generator (pcg32).

Returns

Vector of count samples from N(mean, std_dev²).

operator()() [2/2]

float ppforest2::stats::Normal::operator()

(

RNG &

rng

)

Generate a single normal variate via the Box-Muller transform.

Draws two independent uniform variates U1, U2 ∈ (0, 1) and computes a pair of standard normal variates:

Z1 = √(−2 ln U1) · cos(2π U2) Z2 = √(−2 ln U1) · sin(2π U2)

Returns Z1 (after denormalization) and caches Z2 for the next call. When a cached value is available it is returned directly without generating new uniform inputs.

Parameters

rng	Random number generator (pcg32).

Returns

A sample from N(mean, std_dev²).

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The documentation for this class was generated from the following file:

• core/src/stats/Normal.hpp