ExRandom  2.1
Exact Random Distributions
Author
Charles F. F. Karney (charl.nosp@m.es.k.nosp@m.arney.nosp@m.@sri.nosp@m..com)
Version
2.1
Date
2016-02-01

This library provides an implementation of the algorithms described in the paper

It provides classes for sampling exactly from the continuous normal and exponential distributions and from the discrete normal distribution (given a source of uniformly distribution random digits). The library requires a C++11 compiler and consists only of header files.

It is licensed under the MIT/X11 License; see LICENSE.txt for the terms.

Download

The main project page is at

You can download the library as a tar.gz or a zip file from

The version of the code included with the original, March 2013, version of the paper is available at

Contents

Forward to Simple examples.