Function sampleNormal

docs/app/js/sanddance-app.js:119277–119295

(mean, stdev)

const SQRT2 = Math.SQRT2;
let nextSample = NaN;
function sampleNormal(mean, stdev) {
    mean = mean || 0;
    stdev = stdev == null ? 1 : stdev;
    let x = 0, y = 0, rds, c;
    if (nextSample === nextSample) {
        x = nextSample;
        nextSample = NaN;
    } else {
        do {
            x = random() * 2 - 1;
            y = random() * 2 - 1;
            rds = x * x + y * y;
        }while (rds === 0 || rds > 1);
        c = Math.sqrt(-2 * Math.log(rds) / rds); // Box-Muller transform
        x *= c;
        nextSample = y * c;
    }
    return mean + x * stdev;
}
function densityNormal(value, mean, stdev) {
    stdev = stdev == null ? 1 : stdev;
    const z = (value - (mean || 0)) / stdev;