cfe_normal_cumulative Struct Reference

Data Fields
cfe_normal	nor
cfe_vec	precomputed
bool	two_sided
mpz_t	sample_size

Detailed Description

cfe_normal_cumulative samples random values from the cumulative normal (Gaussian) probability distribution, centered on 0. This sampler is the fastest, but is limited only to cases when sigma is not too big, due to the sizes of the precomputed tables. Note that the sampler offers arbitrary precision but the implementation is not constant time.

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

• include/cifer/sample/normal_cumulative.h