benjamin-white/random-gaussian

Package for creating numbers with a normal distribution.

Random Gaussian

This repo is a placeholder. The previous code for creating a Gaussian / normal distribution has been lost but I believe broadly followed the SO discussion here, provisioning a custom implementation of the below methods. With a new Gaussian object it would be nice to control the fall-off and have an option to set clipping on the output range.

TODO: Test, benchmark and (potentially) add implementations for the following methods. Prefer npm libs where available.

• Box-Muller transform
• Central limit theorem
• Marsaglia polar method [random-normal package]
• Ziggurat
• Ratio-of-uniforms

Useful references:

• https://github.com/errcw/gaussian
• https://github.com/processing/p5.js/blob/v1.5.0/src/math/random.js#L151