[Quantlib-dev] [ quantlib-Patches-3017364 ] Ziggurat Algorithm

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Patches item #3017364, was opened at 2010-06-17 01:06
Message generated for change (Settings changed) made by lballabio
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Category: None
Group: None
>Status: Closed
>Resolution: Duplicate
Priority: 5
Private: No
Submitted By: renorm (renorm)
Assigned to: Nobody/Anonymous (nobody)
Summary: Ziggurat Algorithm

Initial Comment:
My implementation of Ziggurat algorithm to generate normal deviates + some changes to MersenneTwisterUniformRng and InverseCumulativeNormal.

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Comment By: renorm (renorm)
Date: 2010-06-17 09:03

Message:
There was typo as a result of copy&paste. 
line 140 from ziggurat_generator.cpp should read:
flip = k & 0x80; // 8th bit chooses between upper and lower tails.

I attached new zip file.

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