diff options
author | Arun Isaac | 2021-02-03 13:03:22 +0530 |
---|---|---|
committer | Arun Isaac | 2021-02-03 13:03:22 +0530 |
commit | ac33f97e8bc2262939339de704e267a29aa1f7a3 (patch) | |
tree | 16358a3b5e741648fea514a82ae6cc601f7644eb /gaussian-nd-random.h | |
parent | 1c9128be78a68805ab0d80631c1984fd4291d894 (diff) | |
download | nsmc-ac33f97e8bc2262939339de704e267a29aa1f7a3.tar.gz nsmc-ac33f97e8bc2262939339de704e267a29aa1f7a3.tar.lz nsmc-ac33f97e8bc2262939339de704e267a29aa1f7a3.zip |
Add Gaussian n-d random functions.
* gaussian-nd-random.c, gaussian-nd-random.h: New files.
Diffstat (limited to 'gaussian-nd-random.h')
-rw-r--r-- | gaussian-nd-random.h | 19 |
1 files changed, 19 insertions, 0 deletions
diff --git a/gaussian-nd-random.h b/gaussian-nd-random.h new file mode 100644 index 0000000..951cb10 --- /dev/null +++ b/gaussian-nd-random.h @@ -0,0 +1,19 @@ +#ifndef GAUSSIAN_ND_RANDOM_H +#define GAUSSIAN_ND_RANDOM_H + +#include <gsl/gsl_rng.h> +#include <gsl/gsl_vector.h> +#include <gsl/gsl_integration.h> + +double planar_angle_to_standard_deviation +(double mean, double theta_max, double truncation, unsigned int dimension); + +unsigned int shifted_gaussian_random_vector +(const gsl_rng* r, const gsl_vector* mean, + double theta_max, double truncation, gsl_vector* x); + +double shifted_gaussian_pdf +(double theta, double mean, double theta_max, + double truncation, unsigned int dimension, gsl_integration_workspace* w); + +#endif |