[algorithm] 균등 분포를 정규 분포로 변환

다음은 Box-Muller 변환의 극지 형식을 사용하는 자바 스크립트 구현입니다.

/*
 * Returns member of set with a given mean and standard deviation
 * mean: mean
 * standard deviation: std_dev
 */
function createMemberInNormalDistribution(mean,std_dev){
    return mean + (gaussRandom()*std_dev);
}

/*
 * Returns random number in normal distribution centering on 0.
 * ~95% of numbers returned should fall between -2 and 2
 * ie within two standard deviations
 */
function gaussRandom() {
    var u = 2*Math.random()-1;
    var v = 2*Math.random()-1;
    var r = u*u + v*v;
    /*if outside interval [0,1] start over*/
    if(r == 0 || r >= 1) return gaussRandom();

    var c = Math.sqrt(-2*Math.log(r)/r);
    return u*c;

    /* todo: optimize this algorithm by caching (v*c)
     * and returning next time gaussRandom() is called.
     * left out for simplicity */
}

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