Commit 6d1df93e authored by ZIMMERMANN Paul's avatar ZIMMERMANN Paul
Browse files

[src/nrandom.c] added reference

parent 5c2a876f
......@@ -31,6 +31,11 @@ https://www.gnu.org/licenses/ or write to the Free Software Foundation, Inc.,
* https://dx.doi.org/10.1145/2710016
* https://arxiv.org/abs/1303.6257
*
* Note: the algorithm implemented here has been improved in
* Du, Fan and Wei in "An improved exact sampling algorithm for the standard
* normal distribution", Computational Statistics, 2021,
* https://doi.org/10.1007/s00180-021-01136-w
*
* The implementation here closely follows the C++ one given in the paper
* above. However, here, C is simplified by using gmp_urandomm_ui; the initial
* rejection step in H just tests the leading bit of p; and the assignment of
......
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