Swift code to use Marsaglia's method to generate a stream of standard normal random variables

Marsaglia.swift

//
//  Marsaglia.swift
//
//  Created by Michael Rockhold on 2/16/19.
//  Copyright © 2019 Michael Rockhold. All rights reserved.
//

import Foundation

struct Marsaglia {
    let mean: Double
    let stdDev: Double
    
    var spare: Double? = nil
    var u: Double = 0
    var v: Double = 0
    var s: Double = 0

    init(mean m:Double, stdDev d:Double) {
        mean = m; stdDev = d
    }
    
    mutating func generateGaussianNoise() -> Double {

        let drandmax = 1.0
        func r() -> Double { return Double.random(in: (-1.0...1.0)) }
        
        if let sp = spare {
            spare = nil
            return mean + stdDev * sp
        }

        repeat {
            u = r() / drandmax * 2.0 - 1.0
            v = r() / drandmax * 2.0 - 1.0
            s = u * u + v * v
        } while s >= 1.0 || s == 0.0
        
        s = sqrt(-2.0 * log(s) / s)
        spare = v * s
        return mean + stdDev * u * s
    }
}

Call this like this:

var m = Marsaglia(mean:0.0, stdDev:1.0)
for _ in (0..<1000) {
print(m.generateGaussianNoise())
}