mirror of
https://git.FreeBSD.org/ports.git
synced 2024-12-04 01:48:54 +00:00
24 lines
1.3 KiB
Plaintext
24 lines
1.3 KiB
Plaintext
|
UNU.RAN (Universal Non-Uniform RAndom Number generator) is a collection of
|
||
|
|
algorithms for generating non-uniform pseudorandom variates as a library of C
|
||
|
|
functions designed and implemented by the ARVAG (Automatic Random VAriate
|
||
|
|
Generation) project group in Vienna, and released under the GNU Public License
|
||
|
|
(GPL). It is especially designed for situations where:
|
||
|
|
|
||
|
|
- a non-standard distribution or a truncated distribution is needed;
|
||
|
|
- experiments with different types of distributions are made;
|
||
|
|
- random variates for variance reduction techniques are used; or
|
||
|
|
- fast generators of predictable quality are necessary.
|
||
|
|
|
||
|
|
UNU.RAN provides generators that are superior in many aspects to those found in
|
||
|
|
quite a number of other libraries; however, due to its more sophisticated
|
||
|
|
programming interface, it might not be as easy to use.
|
||
|
|
|
||
|
|
It uses an object-oriented interface in which distributions and generators are
|
||
|
|
treated as independent objects, so that different methods for generating
|
||
|
|
non-uniform random variates may be chosen according to various criteria, such
|
||
|
|
as speed, quality, and variance reduction. It is flexible enough to permit
|
||
|
|
sampling from non-standard distributions, such as distributions that arise in
|
||
|
|
a model and can only be computed in complicated subroutines.
|
||
|
|
|
||
|
|
WWW: http://statmath.wu-wien.ac.at/unuran/
|