Module rgsl::randist::gaussian
[−]
[src]
Functions
gaussian |
This function returns a Gaussian random variate, with mean zero and standard deviation sigma. The probability distribution for Gaussian random variates is, |
gaussian_P |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Gaussian distribution with standard deviation sigma. |
gaussian_Pinv |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Gaussian distribution with standard deviation sigma. |
gaussian_Q |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Gaussian distribution with standard deviation sigma. |
gaussian_Qinv |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Gaussian distribution with standard deviation sigma. |
gaussian_pdf |
This function computes the probability density p(x) at x for a Gaussian distribution with standard deviation sigma, using the formula given above. |
gaussian_ratio_method |
This function computes a Gaussian random variate using the alternative Marsaglia-Tsang ziggurat and Kinderman-Monahan-Leva ratio methods. The Ziggurat algorithm is the fastest available algorithm in most cases. |
gaussian_ziggurat | |
ugaussian |
This function computes results for the unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one, sigma = 1. |
ugaussian_P |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the unit Gaussian distribution. |
ugaussian_Pinv |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the unit Gaussian distribution. |
ugaussian_Q |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the unit Gaussian distribution. |
ugaussian_Qinv |
This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the unit Gaussian distribution. |
ugaussian_pdf |
This function computes results for the unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one, sigma = 1. |
ugaussian_ratio_method |
This function computes results for the unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one, sigma = 1. |