[RNG-35] Marker interface for normalized Gaussian sampler

• Type: Wish
• Status: Closed
• Priority: Minor
• Resolution: Implemented
• Fix Version/s: 1.1
• Component/s: sampling
• Labels: API deprecation
• Assignee: Gilles Sadowski
• Reporter: Gilles Sadowski
• Created: 23/Jan/17 22:58
• Updated: 14/Aug/18 13:48
• Resolved: 08/Feb/17 11:48

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).

Issue Links

• relates to: RNG-36 Variation of the Box-Muller algorithm