ExRandom is a small header-only C++11 library for exact sampling from the normal, exponential, and discrete normal distributions (provided that the underlying generator is perfect). This library provides an implementation of the algorithms described in C. F. F. Karney, Sampling exactly from the normal distribution, ACM Trans. Math. Software 42(1), 3:1-14 (Jan. 2016), https://doi.org/10.1145/2710016, https://arxiv.org/abs/1303.6257.

Project Activity

See All Activity >

Categories

Cryptography, Algorithms, Mathematics

License

MIT License

Follow ExRandom

ExRandom Web Site

Other Useful Business Software
Veeam Data Platform v13.1 - Get Your Free Trial Icon
Veeam Data Platform v13.1 - Get Your Free Trial

Secure by design, portable by default. Recover clean, fast, anywhere. Start a free trial.

Try Veeam Data Platform today. Experience the unified platform that's secure by design, portable by default, and proven to recover clean, fast, and anywhere.
Try it Free
Rate This Project
Login To Rate This Project

User Reviews

Be the first to post a review of ExRandom!

Additional Project Details

Intended Audience

Advanced End Users, Developers, Science/Research

User Interface

Command-line

Programming Language

C++

Related Categories

C++ Cryptography Software, C++ Algorithms, C++ Mathematics Software

Registered

2014-05-29
Report inappropriate content