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| ANURAN - Automatic Non-Uniform RANdom number generators |
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Project
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Project
ANURAN (Automatic Non-Uniform RAndom Number generator) is project
to develope and implement automatic code generators for
non-uniform random number generation.
The goal of our project is that programmers (that might have little or
no experiences with random number generation) can produce source code
for fast, reliable, high quality random variate generators for large
classes of distributions not necessarily standard distributions.
It is based on black-box algorithm (see
ARVAG) and uses the features of
the UNU.RAN library.
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Project
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Josef Leydold
and Günter Tirler
(March 5th, 2001)
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Research supported by
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