Displaying 1 result from an estimated 1 matches for "stepzero".
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set_zero
2000 Aug 22
0
Using RNG from MS [forwarded message from Xiaoqiang Li]
...ble mu ){
double d_y;
int k;
d_y=sqrt(-8*log(y));
k=(int)floor( (mu+d_y/2-z)/d_y );
return z+k*d_y;
}
double norm(double mu,double sigma,double x){
double pi=3.141592679565;
return 1/sqrt(2*pi*sigma)*exp(-(x-mu)*(x-mu)/sigma/sigma/2);
}
void stepzero(double *X0, double *mu0, long *length, double *X1){
long i;
double Z1, Y1;
GetRNGstate();
Z1=rnorm(0,1);
Y1=norm(0,1,Z1)*unif_rand();
for (i=0;i<*length;i++)
X1[i]=MS(Z1,Y1,*X0+mu0[i]);
PutRNGstate();
}
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