double RandomSource_nextGaussian(double* seed, boolean* haveNextNextGaussian, double* nextNextGaussian) {
double multiplier;
double v1;
double v2;
double s;
if (*haveNextNextGaussian) {
*haveNextNextGaussian = false;
return *nextNextGaussian;
} else {
do {
v1 = 2 * RandomSource_nextDouble(seed) - 1; // between -1.0 and 1.0
v2 = 2 * RandomSource_nextDouble(seed) - 1; // between -1.0 and 1.0
s = v1 * v1 + v2 * v2;
} while (s >= 1 || s == 0);
multiplier = sqrt(-2 * log(s)/s);
*nextNextGaussian = v2 * multiplier;
*haveNextNextGaussian = true;
return v1 * multiplier;
}
}
/*** sharedBlock2 ***/
double DiscreteRandomSource_rand(double* seed, Token pmf, Token values) {
int i;
double randomValue;
double cdf = 0.0;
// Generate a double between 0 and 1, uniformly distributed.
randomValue = RandomSource_nextDouble(seed);
for (i = 0; i < pmf.payload.Array->size; i++) {
cdf += Array_get(pmf, i).payload.Double;
if (randomValue <= cdf) {
return Array_get(values, i).payload.Double;
}
}
// We shouldn't get here, but if we do, we output the last value.
return Array_get(values, pmf.payload.Array->size - 1).payload.Double;
}