_init_zignorm _init_zignorm_r _zignorm _zignorm_r

_zignorm() double _zignorm ( int(*)()  iurand, double(*)()  durand, double  mu, double  sigma  ) Generate random numbers following normal distribution (Ziggurat method) Purpose This routine generates random numbers following normal distribution N(μ, σ^2). Uniform random numbers are generated by the given uniform random number generator. Then they are transformed to the normal random numbers by Ziggurat method. Returns Normal random number. Parameters [in] iurand The user supplied integer uniform random number generator defined as follows. int iurand(void) { return (an integer random number); } Only the lowest 7 or 8 bits (specified by init_zigexp()) are used. [in] durand The user supplied real uniform random number generator in the interval [0, 1) defined as follows. double durand(void) { return (a real random number); } The real uniform random number generated by using this function is transformed to the exponential random number. [in] mu The parameter μ(mean) of the normal distribution N(μ, σ^2). [in] sigma The parameter σ(standard deviation) of the normal distribution N(μ, σ^2). Note This function should be initialized by init_zignorm() before generating random numbers. If this function is called without initialization, it will be automatically initialized with default parameter. Reference Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)