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  1. Commons RNG
  2. RNG-35

Marker interface for normalized Gaussian sampler

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    Details

    • Type: Wish
    • Status: Closed
    • Priority: Minor
    • Resolution: Implemented
    • Affects Version/s: None
    • Fix Version/s: 1.1
    • Component/s: sampling
    • Labels:

      Description

      Given that

      1. an N(0,1) sampler is a building block for several other samplers
      2. there are multiple implementations for sampling from an N(0,1)

      it is proposed to create a NormalizedGaussianSampler interface (that extends ContinuousSampler).

      Then, a new GaussianSampler class can be defined, that will sample from an N(mu,sigma), whose constructor's argument will be

      • NormalizedGaussianSampler
      • mu
      • sigma

      An implementation of NormalizedGaussianSampler will be BoxMullerNormalizedGaussianSampler (and consequently the current BoxMullerGaussianSampler will be deprecated).

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              • Assignee:
                erans Gilles Sadowski
                Reporter:
                erans Gilles Sadowski
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                  Updated:
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