Code to generate Gaussian (normally distributed) random numbers in Ruby

Question

What is some code to generate normally distributed random numbers in ruby?

(Note: I answered my own question, but I'll wait a few days before accepting to see if anyone has a better answer.)

EDIT:

Searching for this, I looked at all pages on SO resulting from the two searches:

+"normal distribution" ruby

and

+gaussian +random ruby

Answer 1

Python's random.gauss() and Boost's normal_distribution both use the Box-Muller transform, so that should be good enough for Ruby too.

def gaussian(mean, stddev, rand)   theta = 2 * Math::PI * rand.call   rho = Math.sqrt(-2 * Math.log(1 - rand.call))   scale = stddev * rho   x = mean + scale * Math.cos(theta)   y = mean + scale * Math.sin(theta)   return x, y end 

The method can be wrapped up in a class that returns the samples one by one.

class RandomGaussian   def initialize(mean, stddev, rand_helper = lambda { Kernel.rand })     @rand_helper = rand_helper     @mean = mean     @stddev = stddev     @valid = false     @next = 0   end    def rand     if @valid then       @valid = false       return @next     else       @valid = true       x, y = self.class.gaussian(@mean, @stddev, @rand_helper)       @next = y       return x     end   end    private   def self.gaussian(mean, stddev, rand)     theta = 2 * Math::PI * rand.call     rho = Math.sqrt(-2 * Math.log(1 - rand.call))     scale = stddev * rho     x = mean + scale * Math.cos(theta)     y = mean + scale * Math.sin(theta)     return x, y   end end 

(CC0)

To the extent possible under law, antonakos has waived all copyright and related or neighboring rights to the RandomGaussian Ruby class. This work is published from: Denmark.