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haskell / mwc-random

A very fast Haskell library for generating high quality pseudo-random numbers.
http://hackage.haskell.org/package/mwc-random
BSD 2-Clause "Simplified" License
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Condensed tables #13

Closed Shimuuar closed 12 years ago

Shimuuar commented 12 years ago

This pull request implements fast generation of arbitrary dicrete distributions using condensed tables method. Generation speed is limited by generation of Word32s.

Wang, J.; Tsang, W. W.; G. Marsaglia (2004), Fast Generation of Discrete Random Variables, /Journal of statistical Software, American Statistical Association/, vol. 11(i03). http://ideas.repec.org/a/jss/jstsof/11i03.html