[ quantlib-Patches-3017364 ] Ziggurat Algorithm

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view
|

[ quantlib-Patches-3017364 ] Ziggurat Algorithm

SourceForge.net
Patches item #3017364, was opened at 2010-06-16 19:06
Message generated for change (Tracker Item Submitted) made by renorm
You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3017364&group_id=12740

Please note that this message will contain a full copy of the comment thread,
including the initial issue submission, for this request,
not just the latest update.
Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: renorm (renorm)
Assigned to: Nobody/Anonymous (nobody)
Summary: Ziggurat Algorithm

Initial Comment:
My implementation of Ziggurat algorithm to generate normal deviates + some changes to MersenneTwisterUniformRng and InverseCumulativeNormal.

----------------------------------------------------------------------

You can respond by visiting:
https://sourceforge.net/tracker/?func=detail&atid=312740&aid=3017364&group_id=12740

------------------------------------------------------------------------------
ThinkGeek and WIRED's GeekDad team up for the Ultimate
GeekDad Father's Day Giveaway. ONE MASSIVE PRIZE to the
lucky parental unit.  See the prize list and enter to win:
http://p.sf.net/sfu/thinkgeek-promo
_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev