Description
Random number generation.
Description
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.