20 lines
602 B
Racket
20 lines
602 B
Racket
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#lang racket
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(require math)
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(define random-normal
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(let ([unit (uniform-dist)]
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[next #f])
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(λ (μ σ)
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(if next
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(begin0
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(+ μ (* σ next))
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(set! next #f))
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(let loop ()
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(let* ([v1 (- (* 2.0 (sample unit)) 1.0)]
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[v2 (- (* 2.0 (sample unit)) 1.0)]
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[s (+ (sqr v1) (sqr v2))])
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(cond [(>= s 1) (loop)]
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[else (define scale (sqrt (/ (* -2.0 (log s)) s)))
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(set! next (* scale v2))
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(+ μ (* σ scale v1))])))))))
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