Created
June 29, 2012 09:40
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Random number generating (Box-Muller)
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var Random = { | |
/** | |
* Numbers between ~( -2 to 2 ) | |
* http://stackoverflow.com/questions/75677/converting-a-uniform-distribution-to-a-normal-distribution | |
* http://c-faq.com/lib/gaussian.html | |
*/ | |
gaussian: function() { | |
var x1, x2, r; | |
do { | |
x1 = 2 * Math.random() - 1; | |
x2 = 2 * Math.random() - 1; | |
r = x1 * x1 + x2 * x2; | |
// Check if generated number is range [0,1] | |
} while (r >= 1 || r === 0); | |
return Math.sqrt(-2 * Math.log(r) / r) * x1; | |
}, | |
normalDist: function(mean, stdDev) { | |
return mean + (this.gaussian() * stdDev); | |
} | |
}; | |
for (var i = -20; i <= 20; i += .25) | |
document.write(Random.normalDist(0, i) + '<br />'); |
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