12 lines
581 B
Text
12 lines
581 B
Text
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This package contains code for generating high quality random numbers that
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follow either a uniform or normal distribution. The generated numbers are
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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 fares well
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in tests of randomness. It is also extremely fast, between 2 and 3 times
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faster than the Mersenne Twister.
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Compared to the mersenne-random package, this package has a more convenient
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API, is faster, and supports more statistical distributions.
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