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[Caml-list] generating random variables
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Date: 2002-05-10 (01:49)
From: Shawn Wagner <shawnw@s...>
Subject: Re: [Caml-list] generating random variables
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
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