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Re: Normal distribution random numbers
From: |
Zelphir Kaltstahl |
Subject: |
Re: Normal distribution random numbers |
Date: |
Sun, 31 May 2020 01:16:23 +0200 |
User-agent: |
Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.8.0 |
Hi Arne!
Thanks for the pointers!
On 5/30/20 11:30 PM, Arne Babenhauserheide wrote:
> Hi Zelphir,
>
> Zelphir Kaltstahl <zelphirkaltstahl@posteo.de> writes:
>> Then I thought: How would I get normal distributed random numbers? I
>> don't have a project or program in mind for this, but it struck me, that
>> I do not know, how to get a normal distribution from a uniform
>> distribution. So I dug into the matter …
> …
>> So my question is: Is there a good implementation in the Guile universe
>> already? (Or a simple way to implement it?) I don't really need it right
>> now, but I think this thing could be an obstacle for many people without
>> serious math knowledge and it would be good to know, where to find it,
>> should one have need for normal distributed random numbers.
> I don’t know how random:normal does it, just that I used it.
>
> See https://www.gnu.org/software/guile/manual/html_node/Random.html
>
> If you want to add defined covariance, you can use cholesky
> decomposition:
> https://hg.sr.ht/~arnebab/wisp/browse/examples/cholesky.scm?rev=91ec8dc32652
>
> Best wishes,
> Arne