Hi Arne! Thanks for the pointers!
On 5/30/20 11:30 PM, Arne Babenhauserheide wrote: > Hi Zelphir, > > Zelphir Kaltstahl <[email protected]> writes: >> Then I thought: How would I get normal distributed random numbers? I >> don't have a project or program in mind for this, but it struck me, that >> I do not know, how to get a normal distribution from a uniform >> distribution. So I dug into the matter … > … >> So my question is: Is there a good implementation in the Guile universe >> already? (Or a simple way to implement it?) I don't really need it right >> now, but I think this thing could be an obstacle for many people without >> serious math knowledge and it would be good to know, where to find it, >> should one have need for normal distributed random numbers. > I don’t know how random:normal does it, just that I used it. > > See https://www.gnu.org/software/guile/manual/html_node/Random.html > > If you want to add defined covariance, you can use cholesky > decomposition: > https://hg.sr.ht/~arnebab/wisp/browse/examples/cholesky.scm?rev=91ec8dc32652 > > Best wishes, > Arne
