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.
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