ARVAG - Automatic nonuniform Random VAriate Generation
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W. Hörmann, J. Leydold, and G. Derflinger
Automatic Nonuniform Random Variate Generation
 
Series: Statistics and Computing
2004, X, 442pp, Hardcover
ISBN: 3-540-40652-2
Springer, Berlin

About this book   |   Table of Contents   |   Introduction   |   Errata   |   Demo of Algorithms


Implementations of Algorithms

We have made two types of implementations:


All files:

arvag-src.tar.gz or
arvag-src.zip

Utilities: (Required for all examples and demos)

statutil.c statutil.h
uniform.c uniform.h
algo.h

Algorithms:

Algorithm    Generator Example
02.02 algo02_02.c demo_algo02_02.c
02.09 algo02_09.c demo_algo02_09.c
02.11 algo02_11.c demo_algo02_11.c
03.01 algo03_01.c demo_algo03_01.c
03.02 algo03_02.c demo_algo03_02.c
03.03 algo03_03.c demo_algo03_03.c
04.01 algo04_01.c demo_algo04_01.c
04.02 algo04_02.c demo_algo04_02.c
04.03 algo04_03.c demo_algo04_03.c
04.04 algo04_04.c demo_algo04_04.c
04.05 algo04_05.c demo_algo04_05.c
04.07 algo04_07.c demo_algo04_07.c
05.01 algo05_01.c demo_algo05_01.c
05.02 algo05_02.c demo_algo05_02.c
05.03 algo05_03.c demo_algo05_03.c
06.01 algo06_01.c demo_algo06_01.c
06.02 algo06_02.c demo_algo06_02.c
06.03 algo06_03.c demo_algo06_03.c
06.04 algo06_04.c demo_algo06_04.c
06.05 algo06_05.c demo_algo06_05.c
06.06 algo06_06.c demo_algo06_06.c
06.07 algo06_07.c demo_algo06_07.c
06.08 algo06_08.c demo_algo06_08.c
07.01 algo07_01.c demo_algo07_01.c
09.01 algo09_01.c demo_algo09_01.c
09.03 algo09_03.c demo_algo09_03.c
09.04 algo09_04.c demo_algo09_04.c
09.05 algo09_05.c demo_algo09_05.c
09.06 algo09_06.c demo_algo09_06.c
10.01 algo10_01.c demo_algo10_01.c
10.02 algo10_02.c demo_algo10_02.c
10.04 algo10_04.c   algo10_04.h      demo_algo10_04.c
10.05 algo10_05.c demo_algo10_05.c
10.06 algo10_06.c demo_algo10_06.c
10.07 algo10_07.c demo_algo10_07.c
10.09 algo10_09.c demo_algo10_09.c
11.03 algo11_03.c demo_algo11_03.c
11.04 algo11_04.c
11.06 algo11_06.c demo_algo11_06.c
11.07 algo11_07.c demo_algo11_07.c
11.08 algo11_08.c demo_algo11_08.c
11.09 algo11_09.c
11.10 algo11_10.c demo_algo11_10.c
12.03 algo12_03.c demo_algo12_03.c
12.05 algo12_05.c
12.06 algo12_06.c demo_algo12_06.c
12.07 algo12_07.c demo_algo12_07.c
12.08 algo12_08.c demo_algo12_08.c
12.09 algo12_09.c demo_algo12_09.c
14.06 algo14_06.c demo_algo14_06.c

Examples:

Example   
02.07 example02_07.c
02.14 example02_14.c
02.15 example02_15.c
02.18 example02_18.c
02.19 example02_19.c
02.22 example02_22.c
11.01 example11_01.c

 
[ARVAG]     Wolfgang Hörmann and Josef Leydold   (October 21st, 2003) Research supported by FWF