module for probability distributions
hei again, (-: I wrote a module for sampling arbitrary probability distribution, so far including normal (gaussian) and uniform. http://www.wiwi.hu-berlin.de/~fis/code/ For those who need something like this: feel free to take it, it's BSD. For those who feel like growing their karma: - There are a few questions in the code (marked with 'XXX'). - There are probably far better way to do this. I am eager to learn. - There is probably a better implementation out there already. Please point me to it. cheers, Matthias
On Thu, 16 Feb 2006, Matthias Fischmann wrote:
I wrote a module for sampling arbitrary probability distribution, so far including normal (gaussian) and uniform.
http://www.wiwi.hu-berlin.de/~fis/code/
For those who need something like this: feel free to take it, it's BSD. For those who feel like growing their karma:
- There are a few questions in the code (marked with 'XXX').
- There are probably far better way to do this. I am eager to learn.
- There is probably a better implementation out there already. Please point me to it.
In HaskellDSP there are some routines for generating random numbers with specific distributions: http://haskelldsp.sourceforge.net/doc/index.html e.g. http://haskelldsp.sourceforge.net/doc/Numeric.Random.Distribution.Gamma.html
On Thu, 16 Feb 2006, Matthias Fischmann
I wrote a module for sampling arbitrary probability distribution, so far including normal (gaussian) and uniform.
- There is probably a better implementation out there already. Please point me to it.
Martin Erwig and Steve Kollmansberger have written a library for manipulating probability distributions, accompanied by a JFP article. The code seems to have a BSD-style license, but isn't Cabalised. http://web.engr.oregonstate.edu/~erwig/pfp/ -- /NAD
participants (3)
-
Henning Thielemann -
Matthias Fischmann -
Nils Anders Danielsson