vsRngGaussian( method, stream, n, r, a, sigma ) using stream from VSL_BRNG_SFMT19937 random generator.
Three options for method:
VSL_RNG_METHOD_GAUSSIAN_BOXMULLER
VSL_RNG_METHOD_GAUSSIAN_BOXMULLER2
VSL_RNG_METHOD_GAUSSIAN_ICDF
How they differ in precision and speed?