About

Metadata

  • Last updated , by DominicSteinitz
  • License LicenseRef-PublicDomain
  • Categories Mathematics
  • Maintained by: Dominic Steinitz <dominic@steinitz.org>

  • Lottery factor: 0

Links

Installation

Tested Compilers

  1. 8.10.7

Package Flags

Use the -f option with cabal commands to enable flags

    base4_2 (on by default)

    base-4.2 has an incompatible change in Data.Fixed (HasResolution)

    mtl2 (on by default)

    mtl-2 has State, etc., as "type" rather than "newtype"

Readme

Random number generation based on modeling random variables in two complementary ways: first, by the parameters of standard mathematical distributions and, second, by an abstract type (RVar) which can be composed and manipulated monadically and sampled in either monadic or "pure" styles.

The primary purpose of this library is to support defining and sampling a wide variety of high quality random variables. Quality is prioritized over speed, but performance is an important goal too.

In my testing, I have found it capable of speed comparable to other Haskell libraries, but still a fair bit slower than straight C implementations of the same algorithms.