Paul Gilbert pgilbert@bank-banque-canada.ca
Tue, 04 May 1999 09:36:19 -0400


I've been playing a bit with the Wichmann-Hill RNG. I would prefer to have
normally distributed random numbers and I think I have things generally worked
out to use Wichmann-Hill and then Box-Muller. In the process, I was looking at
R's rnorm.c, but could not figure out what transformation is used in R to
convert uniform rv's to normal rv's. Do you know? It looks like there are
options in the code, but I couldn't figure out how an option is chosen.


r-devel mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-devel-request@stat.math.ethz.ch