[PD] Box Muller Gaussian noise

[marius schebella]

from the first equation that andy posted, I produced a gem 
representation. the box muller noise seems wrong, because it does not 
use the whole range but is shifted to the negative side.
note, this is not a distribution of frequencies, but of noise values..
marius.

Martin Peach wrote:
> Oh no that's wrong isn't it :(
> The log is necessary to keep the distribution normal, and the range is 
> going to get wider the closer to zero the radius is allowed to get.
> The attached patch has a scale adjustment...
> Still I wonder what kind of distribution gaussianoise2 gives, it's not 
> just white.
> 
> Martin
> 
> 
> Martin Peach wrote:
>> Charles Henry wrote:
>>> On Sun, Mar 16, 2008 at 11:16 AM, Martin Peach
>>> <martin.peach at sympatico.ca> wrote:
>>>>  (gaussianoise has occasional values that exceed [-1 ... 1], which I
>>>>  suppose is normal...white noise is always on [-1...1])
>>>
>>> That's true.  With the Box-Muller method, there is the log(~U1) term,
>>> but you can always just add a small value to U1, which will truncate
>>> your distribution.  The size of the small value can be calculated to
>>> fit with any given threshold.
>>>
>>
>> I think it's really because the Box-Muller method selects random 
>> numbers  in pairs which map to points in a unit square on the plane, 
>> but then selects only those points which are inside the unit circle, 
>> something that the pd patch doesn't do (how to resample points in a 
>> dsp vector until they are in range?). The attached patch shows the 
>> straightforward way of doing it by simply selecting a random radius 
>> and angle and returning the resulting y coordinate as the random 
>> number. The results are always on [-1,1].
>> I don't think sin~ will be any slower than log~.
>>
>> Martin
>>
>>
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