zignor.cc File Reference
Detailed Description
========================================================================== This code is Copyright (C) 2005, Jurgen A. Doornik. Permission to use this code for non-commercial purposes is hereby given, provided proper reference is made to: Doornik, J.A. (2005), "An Improved Ziggurat Method to Generate Normal Random Samples", mimeo, Nuffield College, University of Oxford, and www.doornik.com/research. or the published version when available. This reference is still required when using modified versions of the code. This notice should be maintained in modified versions of the code. No warranty is given regarding the correctness of this code. ==========================================================================
- Author:
- Jurgen A. Doornik (Creator)
- Author
- ejt
- Name
- Revision
- 1.1
- State
- Exp
- Date
- 2007/01/25 20:54:13
Definition in file zignor.cc.
#include <limits.h>
#include <math.h>
#include <stdio.h>
#include <stdlib.h>
#include <string.h>
#include "zigrandom.h"
#include "zignor.h"
Include dependency graph for zignor.cc:
Go to the source code of this file.
Defines | |
| #define | ZIGNOR_C 128 |
| #define | ZIGNOR_R 3.442619855899 |
| #define | ZIGNOR_V 9.91256303526217e-3 |
| #define | ZIGNOR_STORE 64 * 4 |
| #define | ZIGNOR_INVM M_RAN_INVM32 |
| #define | ZIGNOR32_STORE 64 * 4 |
Functions | |
| static double | DRanNormalTail (double dMin, int iNegative) |
| static void | zigNorInit (int iC, double dR, double dV) |
| double | DRanNormalZig (void) |
| double | DRanNormalZigVec (void) |
| void | RanNormalSetSeedZig (int *piSeed, int cSeed) |
| void | RanNormalSetSeedZigVec (int *piSeed, int cSeed) |
| static void | zig32NorInit (int iC, double dR, double dV) |
| double | DRanNormalZig32 (void) |
| double | DRanNormalZig32Vec (void) |
| void | RanNormalSetSeedZig32 (int *piSeed, int cSeed) |
| void | RanNormalSetSeedZig32Vec (int *piSeed, int cSeed) |
| double | DRanQuanNormalZig (void) |
| double | DRanQuanNormalZigVec (void) |
| double | DRanQuanNormalZig32 (void) |
| double | DRanQuanNormalZig32Vec (void) |
Variables | |
| static double | s_adZigX [ZIGNOR_C+1] |
| static double | s_adZigR [ZIGNOR_C] |
| static unsigned int | s_auiZigTmp [ZIGNOR_STORE/4] |
| static unsigned int | s_auiZigBox [ZIGNOR_STORE] |
| static double | s_adZigRan [ZIGNOR_STORE+ZIGNOR_STORE/4] |
| static int | s_cZigStored = 0 |
| static unsigned int | s_aiZigRm [ZIGNOR_C] |
| static double | s_adZigXm [ZIGNOR_C+1] |
| static unsigned int | s_auiZig32Ran [ZIGNOR32_STORE] |
| static unsigned int | s_auiZig32Box [ZIGNOR32_STORE] |
| static int | s_cZig32Stored = 0 |
