rvar

Random number generation based on modeling random variables 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.