Sample from normal distribution — monty_random

Sample from a normal distribution

Usage

monty_random_normal(mean, sd, state, algorithm = "box_muller")

monty_random_n_normal(n_samples, mean, sd, state, algorithm = "box_muller")

mean: The mean of the normal distribution
sd: The standard deviation of the normal distribution
state: The random number state, from monty_rng_create
algorithm: The algorithm to use for the normal samples; currently box_muller, polar and and ziggurat are supported, with the latter being considerably faster. The default may change in a future version.
n_samples: The number of samples to take, per stream. When using the multiple-sample interface, all other parameters are held constant (per stream).

A vector of random numbers, the same length as the number of streams in state.