Random number generators discussion

Random number generators | www.agner.org

GPL & Multinomials
Author:  Date: 2009-07-13 22:26
> You may want to use Matsumoto's original C code for the Mersenne twister. It has a BSD license.

Cool, thanks for the link. I appreciate the tip, although I do like the many distributions you have already built.

>> Also, what about a multinomial function call that returns a single value, rather than an array of counts?

> I don't understand what you mean. A multinomial variate must by definition be a vector.

I meant: if you only request one sample from the multinomial, and then instead of a vector, you get back the index that would have been set to 1.

 
thread GPL & Multinomials new - John Bauer - 2009-07-11
last replythread GPL & Multinomials new - Agner - 2009-07-12
last replythread GPL & Multinomials - John Bauer - 2009-07-13
last reply Arbitrary discrete distribution new - Agner - 2009-07-14