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name
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2024-12-04 14:48:25
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created at
2024-12-04 14:48:24
updated at
2026-02-01 20:14:13
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2025-06-14 04:49:46
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title
description
ExRandom
image
site name
author
Charles F. F. Karney
updated
2026-01-30 22:59:31
raw text
ExRandom ExRandom 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). doi:10.1145/2710016 arXiv:1303.6257v2 Y. Du, B. Fan, and B. Wei, An improved exact sampling algorithm for the standard normal distribution , preprint: arXiv:2008.03855v1 (Aug. 2020). The library is licensed under the MIT/X11 License ; see LICENSE.txt for the terms. Main project page Library documentation Download the code RandomLib , the library where these algorithms first appeared Charles Karney (2020-12-27)
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dol updated
2026-01-30 22:59:31
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