normal-distributed random values in Javascript using the Ziggurat algorithm

For a simulation project / demo I am working on in Javascript, I needed to generate a lot of random numbers distributed by a Normal (Gaussian) distribution. In the Math library, Javascript only provides uniformly distributed values. Here is a implementation of the Ziggurat algorithm for generating Normally-distributed numbers, adapted from this C code.

Ziggurat is good if you need to generate a large number of pseudorandom values, particularly for simulations and the like.

function Ziggurat(){
  var jsr = 123456789;

  var wn = Array(128);
  var fn = Array(128);
  var kn = Array(128);

  function RNOR(){
    var hz = SHR3();
    var iz = hz & 127;
    return (Math.abs(hz) < kn[iz]) ? hz * wn[iz] : nfix(hz, iz);
  }

  this.nextGaussian = function(){
    return RNOR();
  }

  function nfix(hz, iz){
    var r = 3.442619855899;
    var r1 = 1.0 / r;
    var x;
    var y;
    while(true){
      x = hz * wn[iz];
      if( iz == 0 ){
        x = (-Math.log(UNI()) * r1); 
        y = -Math.log(UNI());
        while( y + y < x * x){
          x = (-Math.log(UNI()) * r1); 
          y = -Math.log(UNI());
        }
        return ( hz > 0 ) ? r+x : -r-x;
      }

      if( fn[iz] + UNI() * (fn[iz-1] - fn[iz]) < Math.exp(-0.5 * x * x) ){
          return x;
      }
      hz = SHR3();
      iz = hz & 127;

      if( Math.abs(hz) < kn[iz]){
        return (hz * wn[iz]);
      }
    }
  }

  function SHR3(){
    var jz = jsr;
    var jzr = jsr;
    jzr ^= (jzr << 13);
    jzr ^= (jzr >>> 17);
    jzr ^= (jzr << 5);
    jsr = jzr;
    return (jz+jzr) | 0;
  }

  function UNI(){
    return 0.5 * (1 + SHR3() / -Math.pow(2,31));
  }

  function zigset(){
    // seed generator based on current time
    jsr ^= new Date().getTime();

    var m1 = 2147483648.0;
    var dn = 3.442619855899;
    var tn = dn;
    var vn = 9.91256303526217e-3;
    
    var q = vn / Math.exp(-0.5 * dn * dn);
    kn[0] = Math.floor((dn/q)*m1);
    kn[1] = 0;

    wn[0] = q / m1;
    wn[127] = dn / m1;

    fn[0] = 1.0;
    fn[127] = Math.exp(-0.5 * dn * dn);

    for(var i = 126; i >= 1; i--){
      dn = Math.sqrt(-2.0 * Math.log( vn / dn + Math.exp( -0.5 * dn * dn)));
      kn[i+1] = Math.floor((dn/tn)*m1);
      tn = dn;
      fn[i] = Math.exp(-0.5 * dn * dn);
      wn[i] = dn / m1;
    }
  }
  zigset();
}

To use it, just instantiate an instance of Ziggurat(), and call nextGaussian() on it to return a normally distributed random number with mean 0 and standard deviation 1:

var z = new Ziggurat();
z.nextGaussian();