34 lines
719 B
Text
34 lines
719 B
Text
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Method "U(_,_)" is
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[
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lower : number,
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upper : number
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divisor ::= ((1<<32)) ÷ (upper - lower)→double;
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map a pRNG through [i : integer | (i ÷ divisor) + lower]
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];
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Method "a Marsaglia polar sampler" is
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[
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generator for
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[
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yield : [double]→⊤
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source ::= U(-1, 1);
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Repeat [
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x ::= take 1 from source[1];
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y ::= take 1 from source[1];
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s ::= x^2 + y^2;
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If 0 < s < 1 then
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[
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factor ::= ((-2 × ln s) ÷ s) ^ 0.5;
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yield(x × factor);
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yield(y × factor);
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];
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]
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]
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];
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// the default distribution has mean 0 and std dev 1.0, so we scale the values
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sampler ::= map a Marsaglia polar sampler through [d : double | d ÷ 2.0 + 1.0];
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values ::= take 1000 from sampler;
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