ca7604ff1e
that follow either a uniform or normal distribution. The generated numbers are suitable for use in statistical applications. The uniform PRNG uses Marsaglia's MWC256 (also known as MWC8222) multiply-with-carry generator, which has a period of 2^8222 and fares well in tests of randomness. It is also extremely fast, between 2 and 3 times faster than the Mersenne Twister. Compared to the mersenne-random package, this package has a more convenient API, is faster, and supports more statistical distributions. ok sthen@
12 lines
583 B
Plaintext
12 lines
583 B
Plaintext
This package contains code for generating high quality random numbers
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that follow either a uniform or normal distribution. The generated
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numbers are suitable for use in statistical applications.
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The uniform PRNG uses Marsaglia's MWC256 (also known as MWC8222)
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multiply-with-carry generator, which has a period of 2^8222 and
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fares well in tests of randomness. It is also extremely fast,
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between 2 and 3 times faster than the Mersenne Twister.
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Compared to the mersenne-random package, this package has a more
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convenient API, is faster, and supports more statistical distributions.
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