The library extends class Random in the Ruby standard library.
The Random class in the Ruby standard library supports only random sampling from discrete/continuous uniform distribution.
This library provides random sampling methods from many kinds of probability distributions such as:
- normal (Gaussian)
- Wald (inverse Gaussian)
- von Mises
- Non-Central Chi-Square
- Non-Central t
- negative binomial
- log series
To use this library, you need to install randomext gem:
gem install randomext
in your ruby script, then you can use some additional methods in Random class.
Almost all algorithms are based on: 四辻哲章, “計算機シミュレーションのための確率分布乱数生成法”, プレアデス出版 (2010)
I examine numpy to select nice distributions.
Ippei Obayashi email@example.com
Copyright (c) 2012, Ippei Obayashi All rights reserved.
The software is licensed under the BSD 2-Clause License. Please see the LICENSE for more information.