cl-randist
This package is a manual translation from C to common lisp of some random number generation functions of GSL library. The package also include the alias method implementation of Mario S. Mommer and my implementation of cut point method for discrete random variable generation.

Implements random number generation for the following distributions:

  • Normal (Gaussian)
  • Bivariate Normal
  • Gamma
  • Dirichlet
  • Beta
  • Binomial
  • Negative Binomial
  • Poisson
  • Multinomial
  • General discrete distribution by Alias Method

Home page: http://code.google.com/p/cl-randist/.

Git repository: https://github.com/lvaruzza/cl-randist/.

License: BSD

Author: Leonardo Varuzza

New release: 0.4.4, Fix compilation problem with asdf3. New release: 0.4.3, with Paul Khung changes.

Topics: Statistics