From mboxrd@z Thu Jan 1 00:00:00 1970 Received: (from majordomo@localhost) by pauillac.inria.fr (8.7.6/8.7.3) id DAA05142; Fri, 10 May 2002 03:49:13 +0200 (MET DST) X-Authentication-Warning: pauillac.inria.fr: majordomo set sender to owner-caml-list@pauillac.inria.fr using -f Received: from concorde.inria.fr (concorde.inria.fr [192.93.2.39]) by pauillac.inria.fr (8.7.6/8.7.3) with ESMTP id DAA05127 for ; Fri, 10 May 2002 03:49:12 +0200 (MET DST) Received: from speakeasy.org (shawnw-0.dsl.speakeasy.net [64.81.17.141]) by concorde.inria.fr (8.11.1/8.11.1) with ESMTP id g4A1nAL17306 for ; Fri, 10 May 2002 03:49:11 +0200 (MET DST) Received: (from shawnw@localhost) by speakeasy.org (8.10.1/8.10.1) id g4A1p6o05713 for caml-list@inria.fr; Thu, 9 May 2002 18:51:06 -0700 Date: Thu, 9 May 2002 18:51:05 -0700 From: Shawn Wagner To: caml-list@inria.fr Subject: Re: [Caml-list] generating random variables Message-ID: <20020509185105.P1213@speakeasy.org> Mail-Followup-To: caml-list@inria.fr References: Mime-Version: 1.0 Content-Type: text/plain; charset=us-ascii Content-Disposition: inline User-Agent: Mutt/1.2.5i In-Reply-To: ; from henridf@lcavsun1.epfl.ch on Thu, May 09, 2002 at 07:55:44PM +0200 Sender: owner-caml-list@pauillac.inria.fr Precedence: bulk On Thu, May 09, 2002 at 07:55:44PM +0200, Henri Dubois-Ferriere wrote: > [apologies if this is posted twice on the newsgroup; i believe the > recipients of the mail-list did not get it the first time around] > > > Hello, > > For some simulation studies, I need to generate exponential, > gaussian, and poisson random variables. Maybe also some more exotic > ones a little later on. > > I have looked around, but did not seem to find any available libraries > for generating random variables (except of course for the uniform > variables in Random). Can anyone point me to such a thing, if it > exists? > My Stew library (Available at http://raevnos.pennmush.org/code/ocaml.html) includes some random number stuff. There are a few modules for random number distributions (Functorized so you can use your choice of actual (P)RNG generators with them; I like the Mersenne Twister, also part of the library.), and I just added exponential and poisson distributions after seeing your email. :) -- Shawn Wagner shawnw@speakeasy.org ------------------- To unsubscribe, mail caml-list-request@inria.fr Archives: http://caml.inria.fr Bug reports: http://caml.inria.fr/bin/caml-bugs FAQ: http://caml.inria.fr/FAQ/ Beginner's list: http://groups.yahoo.com/group/ocaml_beginners