#include "xf_fintech/rng.hpp"
template <typename mType> void boxMullerTransform ( mType u1, mType u2, mType& z1, mType& z2 )
Box-Muller transform from uniform random number to normal random number.
Parameters:
mType | data type |
u1 | first uniform random number input. Notice that it should not be zero. |
u2 | second uniform random number input |
z1 | first normal random number output |
z2 | second normal random number output |