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Generating Normal(0,1) Random Variables
function normals=generate_normals(n)
## NOTE: if 'n' is odd, then you'll get floor(n) random variables
for i = 1:(n/2)
u1 = rand();
u2 = rand();
r = sqrt(-2*log(u1));
theta = 2 * pi * u2;
normals((i*2)-1) = r * cos(theta);
normals(i*2) = r * sin(theta);
endfor
endfunction
Frank Starmer
2004-05-19