randomext

The library extends class Random in the Ruby standard library.

Overview

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:

Usage

To use this library, you need to install randomext gem:

gem install randomext

And write

require 'randomext'

in your ruby script, then you can use some additional methods in Random class.

References

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.

URLs

Author

Ippei Obayashi ohai@kmc.gr.jp

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.