Github user kinow commented on a diff in the pull request: https://github.com/apache/commons-rng/pull/5#discussion_r143630148 --- Diff: commons-rng-sampling/src/main/java/org/apache/commons/rng/sampling/distribution/ZigguratGaussianSampler.java --- @@ -0,0 +1,152 @@ +/* + * Licensed to the Apache Software Foundation (ASF) under one or more + * contributor license agreements. See the NOTICE file distributed with + * this work for additional information regarding copyright ownership. + * The ASF licenses this file to You under the Apache License, Version 2.0 + * (the "License"); you may not use this file except in compliance with + * the License. You may obtain a copy of the License at + * + * http://www.apache.org/licenses/LICENSE-2.0 + * + * Unless required by applicable law or agreed to in writing, software + * distributed under the License is distributed on an "AS IS" BASIS, + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. + * See the License for the specific language governing permissions and + * limitations under the License. + */ + +package org.apache.commons.rng.sampling.distribution; + +import org.apache.commons.rng.UniformRandomProvider; + +/** + * Gaussian Sampling by + * <a href="https://en.wikipedia.org/wiki/Ziggurat_algorithm">Ziggurat algorithm</a> + * + * <p>Based on + * "The Ziggurat Method for Generating Random Variables"<br> + * by George Marsaglia and Wai Wan Tsang</p> + * + * @see <a href="http://www.jstatsoft.org/article/view/v005i08/ziggurat.pdf">Ziggurat Method for Generating Random Variables</a> + * + * @since 1.1 + */ + +public class ZigguratGaussianSampler + extends SamplerBase + implements NormalizedGaussianSampler { + + /** + * Generates values from Gaussian (normal) probability distribution + * It uses two tables, integers KN and reals WN. Some 99% of the time, + * the required x is produced by: + * generate a random 32-bit integer j and let i be the index formed from + * the rightmost 8 bits of j. If j < k_i return x = j * w_i. + */ + + private static final int[] KN = new int[128]; + private static final double[] WN = new double[128]; + private static final double[] FN = new double[128]; --- End diff -- We need Javadocs for these fields. Even though there is a comment above KN, that's treated only as KN's comment. Perhaps one simple, short, comment for each KN, WN, and FN variables.
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