newran (math/newran) Updated: 1 year, 7 months ago Add to my watchlist

This is a C++ library for generating sequences of random numbers from a wide variety of distributions.

This is a C++ library for generating sequences of random numbers from a wide variety of distributions. It is particularly appropriate for the situation where one requires sequences of identically distributed random numbers since the set up time for each type of distribution is relatively long but it is efficient when generating each new random number. The library includes classes for generating random numbers from a number of distributions and is easily extended to be able to generate random numbers from almost any of the standard distributions.

Version: 03 License: permissive GitHub
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