ARVAG - Automatic nonuniform Random VAriate Generation

Software

The following software can be freely copied under the GNU Public License (GPL).

UNU.RAN - Universal Non-Uniform RANdom number generators

UNU.RAN is a collection of algorithms for generating non-uniform pseudorandom variate as a library of C functions, released under the GNU Public License (GPL). It provides an consistent and flexible interface to universal algorithm as well as to generators for standard distribution. It is applicable for continuous and discrete, univariate and multivariate distritions and for (re)sampling from empirical distributions.

Runuran - An R interface for UNU.RAN.

ANURAN - Automatic Non-Uniform RANdom number generators

ANURAN is a project to develop and implement automatic code generators for non-uniform random number generation. The goal of this 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.

Demo implementations - of the algorithms from our monograph.

Small, line by line implementations of the basic versions of the Algorithms as described in our monograph. These small C files demonstrate on an example distribution how these algorithms work. They are not designed to work in real world applications without modifications.

HITRO - Hit-and-Run sampler in combination with the Ratio-of-Uniforms method

Fast and easy to use MCMC sampler for higher dimensions.

PRNG - Pseudo-Random Number Generator (by Otmar Lendl, part of the pLab project).

PRNG is a portable, high-performance ANSI-C implementation of pseudorandom number generators such as linear congruential, inversive congruential, and explicit inversive congruential random number generators (called LCG, ICG and EICG, respectively) created by Otmar Lendl. It is part of the pLab project.

RngStreams - GNU-style package for Pierre L'Ecuyers C-library for generating multiple independent streams of pseudo-random numbers, Version from 27-Jul-2004.

RngStreams is a portable, high-performance ANSI-C implementation of a pseudorandom number generator with a long period that allows the generation of multiple independent streams of random numbers.

LCG.sty - A uniform pseudo-random number generator (Minimal Standard generator by Park & Miller (1988)) implemented in LaTeX (by E. Janka).

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Josef Leydold   (May 2007)

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