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open Core.Std

open Random

module type STATISTICS =

sig

type t

type std_dev

(* Returns a pseudo-random normally distributed float

* between 0 and 1*)

val normal : unit -> t

(* Returns a pseudorandom t in the gaussian distribution *)

val gaussian_pick : std_dev -> t -> t

end

(* Implements Statistics of Floats *)

module Statistics : (STATISTICS with type t = float

with type std_dev = float) =

struct

type t = float

type std_dev = float

(* Uses Box-Muller to return a pseudo-random *)

let rec normal () =

let u = Random.float 2.0 -. 1.0 in

let v = Random.float 2.0 -. 1.0 in

let s = u *. u +. v *. v in

if (s >= 1.0 || s = 0.0) then normal ()

else u *. sqrt (-2.0 *. (log s) /. s)

let gaussian_pick s m =

let n = normal () in

n *. s +. m

end