cl-randist

This package is a manual translation from C to common lisp of some random number generation functions of GSL library. The package also include the alias method implementation of Mario S. Mommer and my implementation of cut point method for discrete random variable generation.

Implements random number genration for these distributions:

Normal (Gaussian)
Bivariate Normal
Gamma
Dirichlet
Beta
Binomial
Negative Binomial
Poisson
Multinomial
General discrete distribution by Alias Method

Home page: http://code.google.com/p/cl-randist/.

Git repository: https://github.com/lvaruzza/cl-randist/.

License: BSD

Author: Leonardo Varuzza

Download ASDF package from http://cl-randist.googlecode.com/files/cl-randist-0.4.2.tar.gz

Topics: Statistics

This page is linked from: Leonardo Varuzza

CLiki pages can be edited by anyone at any time. Imagine a fearsomely comprehensive disclaimer of liability. Now fear, comprehensively