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attribution for gaussian random number algorithm

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Kevin Keogh
2017-04-02 21:16:42 -04:00
parent 50fd8df3aa
commit 0d9f68198e
1 changed files with 1 additions and 0 deletions
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src/utils.c
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@@ -27,6 +27,7 @@ double normalcdf(double z)
double gaussrand() double gaussrand()
{ {
/* Marsaglia and Bray, ``A Convenient Method for Generating Normal Variables'' */
static double V1, V2, S; static double V1, V2, S;
static int phase = 0; static int phase = 0;
double X; double X;