plrand

Pseudorandom generator with various distributions

This module provides for the sampling of pseudorandom numbers from a variety of distributions, while maintaining complete and explicit control of the random generator state. The generator is a high quality, long period combined multiple recursive generator by Pierre L'Ecuyer, with a period of about 2^191.

The state can be initialised from the truly random /dev/random if this device exists.

The state can be efficiently advanced a known number of steps - this supports stream splitting, by partitioning the sequence of 2^191 values into subsequences.

Predicates for sampling from and computing probabilities from several distributions are included, but not exported -- there is a nicer interface to them in progress -- but in the mean time, see examples/test_crp.pl for usage.

See plrand.pl and crp.pl for more information.

PREREQUISITES

GSL (GNU Scientific Library) for Zeta distribution and probability computations [optional] Pack genutils to run examples/test_crp.pl

ACKNOWLEDGEMENTS

This distribution contains a modified version of the RngStreams library by Pierre L'Ecuyer and Richard Simard. See cpp/RngStream.{h,c} in this distribution.