Module rgsl::randist::gaussian

Functions

gaussian	This function returns a Gaussian random variate, with mean zero and standard deviation sigma. The probability distribution for Gaussian random variates is,
gaussian_P	This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Gaussian distribution with standard deviation sigma.
gaussian_Pinv	This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Gaussian distribution with standard deviation sigma.
gaussian_Q	This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Gaussian distribution with standard deviation sigma.
gaussian_Qinv	This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the Gaussian distribution with standard deviation sigma.
gaussian_pdf	This function computes the probability density p(x) at x for a Gaussian distribution with standard deviation sigma, using the formula given above.
gaussian_ratio_method	This function computes a Gaussian random variate using the alternative Marsaglia-Tsang ziggurat and Kinderman-Monahan-Leva ratio methods. The Ziggurat algorithm is the fastest available algorithm in most cases.
gaussian_ziggurat
ugaussian	This function computes results for the unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one, sigma = 1.
ugaussian_P	This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the unit Gaussian distribution.
ugaussian_Pinv	This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the unit Gaussian distribution.
ugaussian_Q	This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the unit Gaussian distribution.
ugaussian_Qinv	This function computes the cumulative distribution functions P(x), Q(x) and their inverses for the unit Gaussian distribution.
ugaussian_pdf	This function computes results for the unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one, sigma = 1.
ugaussian_ratio_method	This function computes results for the unit Gaussian distribution. They are equivalent to the functions above with a standard deviation of one, sigma = 1.