distributions

This repository comprises of

• Low level Nim bindings to libRmath, a local fork of libRmath patched by the Julia developers to use a faster random number generator.
• Higher level wrappers modelled from Julia's Distributions.jl package.

This is currently a work in progress.

You will need to ensure that the shared library (libRmath-nim.dylib, libRmath-nim.so, or Rmath-nim.dll) can be found (e.g. by setting LD_LIBRARY_PATH).

Installation

distributions installs a shared library into $HOME/.nimble/lib; this needs to be added to the library search path. The package can be installed using nimble from a local directory.

git clone http://github.com/sdwfrost/distributions.git
cd distributions
nimble install

Usage

Low level usage using the rmath module.

import random
import rmath

# Random numbers
randomize()
set_seed(random(2500),random(2500))
var x=unif_rand()
echo x

var y=pchisq(3.84,1,true,false)
echo y

High level usage using the distributions module.

import distributions
var dn=Normal(mu:0.0,sig:1.0)
var dx=rand(dn)
echo dx

Testing

nimble tests