Box-Muller transform

normalrand.js

// Standard normal variate using Box-Muller transform
// https://en.wikipedia.org/wiki/Box-Muller_transform

function normalrand() {
    let u = 0, v = 0;
    while (u === 0) u = Math.random();
    while (v === 0) v = Math.random();
    
    return Math.sqrt(-2.0 * Math.log(u)) * Math.cos(2.0 * Math.PI * v);
}