ARVAG - Automatic nonuniform Random VAriate Generation |
About this book
|
Table of Contents
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Introduction
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Errata
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Demo of Algorithms
Implementations of Algorithms
We have made two types of implementations:
These demo implementations are provided on this page.
All files:
Utilities:
(Required for all examples and demos)
Algorithms:
Examples:
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
arvag-src.tar.gz
or
arvag-src.zip
statutil.c
statutil.h
uniform.c
uniform.h
algo.h
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
Wolfgang Hörmann and Josef Leydold (October 21st, 2003) | Research supported by |