by
George S. Fishman
rng_afm.c
For the pseudorandom number generator known as the Mersenne
twister,
MT19937, this C-language program provides a means for loading seeds
at the beginning of a run and saving the final numbers in the
sub-sequence
at the end of the run. This allows for non-overlapping
sub-sequences
on successive runs.
cndev.c
C-language code from Moro (1995) to generate a sample from the normal
distribution with 0 mean and variance 1 by the inverse-transform
method.
The following are taken from WinRand at the Institute of
Statistics
at the University
of Graz at
http://www.cis.tugraz.at/stat/
Bruec.c
C-language code to sample from the Binomial distribution using the
ratio-of- uniforms and inverse-transform methods.
Pruec.c
C-language code to sample from the Poisson distribution using the
ratio-of-
uniforms and inverse-transform methods.