diff options
Diffstat (limited to 'lib/stdlib/src/rand.erl')
| -rw-r--r-- | lib/stdlib/src/rand.erl | 16 |
1 files changed, 15 insertions, 1 deletions
diff --git a/lib/stdlib/src/rand.erl b/lib/stdlib/src/rand.erl index 2ee0ddb036..ab9731180f 100644 --- a/lib/stdlib/src/rand.erl +++ b/lib/stdlib/src/rand.erl @@ -31,7 +31,7 @@ export_seed/0, export_seed_s/1, uniform/0, uniform/1, uniform_s/1, uniform_s/2, jump/0, jump/1, - normal/0, normal_s/1 + normal/0, normal/2, normal_s/1, normal_s/3 ]). -compile({inline, [exs64_next/1, exsplus_next/1, @@ -358,6 +358,13 @@ normal() -> _ = seed_put(Seed), X. +%% normal/2: returns a random float with N(μ, σ²) normal distribution +%% updating the state in the process dictionary. + +-spec normal(Mean :: number(), Variance :: number()) -> float(). +normal(Mean, Variance) -> + Mean + (math:sqrt(Variance) * normal()). + %% normal_s/1: returns a random float with standard normal distribution %% The Ziggurat Method for generating random variables - Marsaglia and Tsang %% Paper and reference code: http://www.jstatsoft.org/v05/i08/ @@ -378,6 +385,13 @@ normal_s(State0) -> false -> normal_s(Idx, Sign, -X, State) end. +%% normal_s/3: returns a random float with normal N(μ, σ²) distribution + +-spec normal_s(Mean :: number(), Variance :: number(), state()) -> {float(), NewS :: state()}. +normal_s(Mean, Variance, State0) when Variance > 0 -> + {X, State} = normal_s(State0), + {Mean + (math:sqrt(Variance) * X), State}. + %% ===================================================================== %% Internal functions |