attribution for gaussian random number algorithm

This commit is contained in:
Kevin Keogh
2017-04-02 21:16:42 -04:00
parent 50fd8df3aa
commit 0d9f68198e

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@@ -27,6 +27,7 @@ double normalcdf(double z)
double gaussrand()
{
/* Marsaglia and Bray, ``A Convenient Method for Generating Normal Variables'' */
static double V1, V2, S;
static int phase = 0;
double X;