| Copyright | (c) Eric Crockett 2011-2017 Chris Peikert 2011-2017 |
|---|---|
| License | GPL-3 |
| Maintainer | ecrockett0@email.com |
| Stability | experimental |
| Portability | POSIX |
| Safe Haskell | None |
| Language | Haskell2010 |
Crypto.Lol.GaussRandom
Description
Functions for sampling from a continuous Gaussian distribution.
Synopsis
- realGaussian :: forall v q m. (ToRational v, OrdFloat q, Random q, MonadRandom m) => v -> m (q, q)
- realGaussians :: (ToRational svar, OrdFloat i, Random i, Vector v i, MonadRandom m) => svar -> Int -> m (v i)
Documentation
realGaussian :: forall v q m. (ToRational v, OrdFloat q, Random q, MonadRandom m) => v -> m (q, q) Source #
Using polar form of Box-Muller transform, returns a pair of
centered, Gaussian-distributed real numbers with scaled variance
svar = true variance * (2*pi). See
<http://www.alpheratz.net/murison/Maple/GaussianDistribution/GaussianDistribution.pdf
this link> for details.
realGaussians :: (ToRational svar, OrdFloat i, Random i, Vector v i, MonadRandom m) => svar -> Int -> m (v i) Source #
Generate n real, independent gaussians of scaled variance svar
= true variance * (2*pi).