Do we have a good quality converter of uniform numbers to Gaussian-distributed numbers around? -- Andrei

On Saturday, 20 February 2016 at 14:01:22 UTC, Andrei Alexandrescu wrote:
> Do we have a good quality converter of uniform numbers to Gaussian-distributed numbers around? -- Andrei

There is one in dstats:
https://github.com/DlangScience/dstats/blob/master/source/dstats/random.d#L266

Maybe not good quality, but I like this one for my ludic purposes:


https://github.com/lmbarros/sbxs_dlang/blob/master/src/sbxs/rand/rng.d#L283

It is an implementation of an approximation algorithm that used to be described here:

    http://home.online.no/~pjacklam/notes/invnorm/

But appears to be offline right now. On the Wayback Machine:


http://web.archive.org/web/20151030212409/http://home.online.no/~pjacklam/notes/invnorm <http://web.archive.org/web/20151030212409/http://home.online.no/~pjacklam/notes/invnorm>

LMB


On Sat, Feb 20, 2016 at 12:01 PM, Andrei Alexandrescu via Digitalmars-d < digitalmars-d@puremagic.com> wrote:

> Do we have a good quality converter of uniform numbers to Gaussian-distributed numbers around? -- Andrei
>

On Saturday, 20 February 2016 at 14:01:22 UTC, Andrei Alexandrescu wrote:
> Do we have a good quality converter of uniform numbers to Gaussian-distributed numbers around? -- Andrei

Not sure if good quality but:
https://d-gamedev-team.github.io/gfm/gfm.math.simplerng.html

On Saturday, 20 February 2016 at 14:01:22 UTC, Andrei Alexandrescu wrote:
> Do we have a good quality converter of uniform numbers to Gaussian-distributed numbers around? -- Andrei

There is this, from years ago: https://github.com/DlangScience/dstats/blob/master/source/dstats/random.d#L266
and the range wrappers also in that module.

There is also of course
https://github.com/WebDrake/hap/blob/master/source/hap/random/distribution.d#L507

But as you will remember from many messages from Joseph Rushton Wakeling, he's been blocked by difficulties with the range API, which also apply to the dstats version.

On 20.02.2016 15:01, Andrei Alexandrescu wrote:
> Do we have a good quality converter of uniform numbers to
> Gaussian-distributed numbers around? -- Andrei

I don't know about quality, but the following is in Phobos:
https://dlang.org/phobos/std_mathspecial.html#.normalDistributionInverse

On 02/20/2016 09:06 AM, Edwin van Leeuwen wrote:
> On Saturday, 20 February 2016 at 14:01:22 UTC, Andrei Alexandrescu wrote:
>> Do we have a good quality converter of uniform numbers to
>> Gaussian-distributed numbers around? -- Andrei
>
> There is one in dstats:
> https://github.com/DlangScience/dstats/blob/master/source/dstats/random.d#L266

Thanks! I ended up using this. Is someone working on adding Gaussians to phobos? -- Andrei

On Friday, 26 February 2016 at 18:23:41 UTC, Andrei Alexandrescu wrote:
> On 02/20/2016 09:06 AM, Edwin van Leeuwen wrote:
>> On Saturday, 20 February 2016 at 14:01:22 UTC, Andrei Alexandrescu wrote:
>>> Do we have a good quality converter of uniform numbers to
>>> Gaussian-distributed numbers around? -- Andrei
>>
>> There is one in dstats:
>> https://github.com/DlangScience/dstats/blob/master/source/dstats/random.d#L266
>
> Thanks! I ended up using this. Is someone working on adding Gaussians to phobos? -- Andrei

https://github.com/WebDrake/hap is intended as a replacement for std.random and includes distributions (see e.g. https://github.com/WebDrake/hap/blob/master/source/hap/random/distribution.d#L441). Also, remember http://dconf.org/2015/talks/wakeling.html

On Friday, 26 February 2016 at 19:11:15 UTC, John Colvin wrote:
> On Friday, 26 February 2016 at 18:23:41 UTC, Andrei Alexandrescu wrote:
>> On 02/20/2016 09:06 AM, Edwin van Leeuwen wrote:
>>> On Saturday, 20 February 2016 at 14:01:22 UTC, Andrei Alexandrescu wrote:
>>>> Do we have a good quality converter of uniform numbers to
>>>> Gaussian-distributed numbers around? -- Andrei
>>>
>>> There is one in dstats:
>>> https://github.com/DlangScience/dstats/blob/master/source/dstats/random.d#L266
>>
>> Thanks! I ended up using this. Is someone working on adding Gaussians to phobos? -- Andrei
>
> https://github.com/WebDrake/hap is intended as a replacement for std.random and includes distributions (see e.g. https://github.com/WebDrake/hap/blob/master/source/hap/random/distribution.d#L441). Also, remember http://dconf.org/2015/talks/wakeling.html

Yup.  The basic problem of getting this stuff into phobos are the architectural problems discussed in that talk.  Unlike uniform distribution (which is straightforward to implement as a function, no questions asked), the normal distribution is best implemented as a range which keeps some state.  So the reference-type/non-reference-type issues start becoming a factor.

That said, it's _possible_ to implement a simple normal-variate-generator as a function, it's just inefficient.

On 2/26/16 2:32 PM, Joseph Rushton Wakeling wrote:
> Yup.  The basic problem of getting this stuff into phobos are the
> architectural problems discussed in that talk.  Unlike uniform
> distribution (which is straightforward to implement as a function, no
> questions asked), the normal distribution is best implemented as a range
> which keeps some state.  So the reference-type/non-reference-type issues
> start becoming a factor.

Would it work to define Gaussian generators as regular generators (same as the existing ones), which keep the uniform engine as a member? -- Andrei