Hi all,
One part of the DSP library that I am working on is a module for
generating sequences of Gaussian random variables. Since this may be of
use to people outside the DSP community, I wanted to get some
suggestions on the interface.
Right now, I have a few different methods for generating white gaussian
noise. They all behave the same, but have different ranges and
efficiencies.
1. Should the functions generate the necessary uniforms, or accept a
list of uniforms? In other words, shuld the signature be
wgn :: Int -- ^ seed to generate the uniforms
-> [Double] -- ^ list of Gaussian random variables
or
wgn :: [Double] -- ^ list of uniform random variables
-> [Double] -- ^ list of Gaussian random variables
The first is what I currently have implemented, but the second is more
flexible.
2. Should the functions accept mean and/or variance parameters, or
should they generate unit normals? For those who forget
X' = mean + sqrt var * X
or
X' = mean + stddev * X
For a point of reference, the GNU scientific library function for WGN
has a stddev parameter.
I will probably be sending out a bunch of other emails in the next week
or two.
Thanks.
--
Matthew Donadio (m.p.donadio(a)ieee.org)
