ExRandom is a small header-only C++11 library for exact sampling from the normal, exponential, and discrete normal distributions (provided that the underlying generator is perfect). This library provides an implementation of the algorithms described in C. F. F. Karney, Sampling exactly from the normal distribution, ACM Trans. Math. Software 42(1), 3:1-14 (Jan. 2016), https://doi.org/10.1145/2710016, https://arxiv.org/abs/1303.6257.

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Categories

Cryptography, Algorithms, Mathematics

License

MIT License

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Additional Project Details

Intended Audience

Science/Research, Advanced End Users, Developers

User Interface

Command-line

Programming Language

C++

Related Categories

C++ Cryptography Software, C++ Algorithms, C++ Mathematics Software

Registered

2014-05-29
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