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ExRandom

Sampling exactly from the normal and exponential distributions

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Description

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.

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Additional Project Details

Intended Audience

Science/Research, Advanced End Users, Developers

User Interface

Command-line

Programming Language

C++

Registered

2014-05-29

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