(FILECREATED " 4-Jun-86 11:03:15" {QV}<PEDERSEN>LISP>RANDOMVARS.;1
 1580   

      changes to:  (VARS RANDOMVARSCOMS)
                   (FNS GAUSS-RV))


(* Copyright (c) 1986 by Xerox Corporation. All rights reserved.)

(PRETTYCOMPRINT RANDOMVARSCOMS)

(RPAQQ RANDOMVARSCOMS
 ((FNS GAUSS-RV)))
(DEFINEQ

(GAUSS-RV

  [LAMBDA (MU SIGMA)
                                         (* jop: " 3-Jun-86 17:48")

          
          (* * Gaussian variates ala BOX-MUELLER)


    (SETQ MU (FLOAT (OR MU 0.0)))
    (SETQ SIGMA (FLOAT (OR SIGMA 1.0)))
    (if
 (LEQ SIGMA 0.0)
        then
 (ERROR "SIGMA must be positive" SIGMA))
    (FPLUS MU (FTIMES SIGMA (LET [(STORE (QUOTE (NIL]
                                 (if
 (CAR STORE)
                                     then
 (PROG1 (CAR STORE)
                                                 (RPLACA STORE NIL))
                                   else
 (LET ((TWOPI (CONSTANT (FTIMES 2.0 \IEEE.SHORT.PI)))
                                              (R1 (RAND 0.0 1.0))
                                              (R2 (RAND 0.0 1.0))
                                              ALPHA BETA)
                                             [SETQ ALPHA (SQRT (FTIMES -2.0 (LOG R1]
                                             (SETQ BETA (FTIMES TWOPI R2))
                                             (RPLACA STORE (FTIMES ALPHA (COS BETA T)))
                                             (FTIMES ALPHA (SIN BETA T])
)
(PUTPROPS RANDOMVARS COPYRIGHT ("Xerox Corporation" 1986))
(DECLARE: DONTCOPY
  (FILEMAP (NIL (304 1499 (GAUSS-RV 314 . 1497)))))
STOP