Package0.15.2.0MathStatistics
mwc-random
Fast, high quality pseudo random number generation
- Version0.15.2.0
- CategoryMath, Statistics
- LicenceBSD-2-Clause
- AuthorBryan O'Sullivan <bos@serpentine.com>
- MaintainerAlexey Khudyakov <alexey.skladnoy@gmail.com>
- Homepagegithub.com/haskell/mwc-random
- Pinned byhackage mwc-random 0.15.2.0
- Sourcehackage.haskell.org/package/mwc-random-0.15.2.0
Modules
4 modules- System.Random.MWC20Pseudo-random number generation using Marsaglia's MWC256, (also
- System.Random.MWC.CondensedTable9Table-driven generation of random variates. This approach can
- System.Random.MWC.Distributions17Pseudo-random number generation for non-uniform distributions.
- System.Random.MWC.SeedSource3Low level source of random values for seeds. It should work on both
Description
This package contains code for generating high quality random numbers that follow either a uniform or normal distribution. The generated numbers are suitable for use in statistical applications. . The uniform PRNG uses Marsaglia's MWC256 (also known as MWC8222) multiply-with-carry generator, which has a period of 2^8222 and fares well in tests of randomness. It is also extremely fast, between 2 and 3 times faster than the Mersenne Twister. . Compared to the mersenne-random package, this package has a more convenient API, is faster, and supports more statistical distributions.
Depends on
6 packages- base-4.20.2.0with GHC
- math-functions-0.3.4.4in this set
- primitive-0.9.1.0in this set
- random-1.2.1.3in this set
- time-1.12.2with GHC
- vector-0.13.2.0in this set