I am trying generate random variates by trying to generate two standard normal variates r1, r2, by using polar coordinates along with a mean and sigma value. However when I run my code, I keep getting a "-nan(ind)" as my output.
What am I doing wrong here? The code is as follows:
static double saveNormal;
static int NumNormals = 0;
static double PI = 3.1415927;
double fRand(double fMin, double fMax)
{
double f = (double)rand() / RAND_MAX;
return fMin + f * (fMax - fMin);
}
static double normal(double r, double mean, double sigma) {
double returnNormal;
if (NumNormals == 0) {
//to get next double value
double r1 = fRand(0, 20);
double r2 = fRand(0, 20);
returnNormal = sqrt(-2 * log(r1)) * cos(2 * PI*r2);
saveNormal = sqrt(-2 * log(r1)) * sin(2 * PI*r2);
}
else {
NumNormals = 0;
returnNormal = saveNormal;
}
return returnNormal*sigma + mean;
}
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