fd2ce923be
packaged for wip. This package contains code for generating high quality random numbers 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.
11 lines
581 B
Text
11 lines
581 B
Text
This package contains code for generating high quality random numbers 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.
|