Function rand::distributions::ziggurat

fn ziggurat<R: Rng, P, Z>(rng: &mut R, symmetric: bool, x_tab: ZigTable, f_tab: ZigTable, pdf: P, zero_case: Z) -> f64 where P: FnMut(f64) -> f64, Z: FnMut(&mut R, f64) -> f64

Unstable (rand)

: use rand from crates.io

Sample a random number using the Ziggurat method (specifically the ZIGNOR variant from Doornik 2005). Most of the arguments are directly from the paper:

• rng: source of randomness
• symmetric: whether this is a symmetric distribution, or one-sided with P(x < 0) = 0.
• X: the $x_i$ abscissae.
• F: precomputed values of the PDF at the $x_i$, (i.e. $f(x_i)$)
• F_DIFF: precomputed values of $f(x_i) - f(x_{i+1})$
• pdf: the probability density function
• zero_case: manual sampling from the tail when we chose the bottom box (i.e. i == 0)