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fast-rng: Fast random number generator for various distributions

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Getting started

Resolving artifacts using Maven

<repositories>
  <repository>
    <id>bintray-komiya-atsushi-maven</id>
    <url>http://dl.bintray.com/komiya-atsushi/maven</url>
  </repository>
</repositories>

<dependencies>
  <dependency>
    <groupId>biz.k11i</groupId>
    <artifactId>fast-rng</artifactId>
    <version>0.1.5</version>
  </dependency>
</dependencies>

Resolving artifacts using Gradle

repositories {
    maven {
        url  "http://dl.bintray.com/komiya-atsushi/maven" 
    }
}

dependencies {
    compile group: 'biz.k11i', name: 'fast-rng', version: '0.1.5'
}

Generating random values

package biz.k11i.rng.demo;

import java.util.Random;

public class FastRngDemo {
    public static void main(String[] args) {
        // Fast-rng requires a java.util.Random instance to generate
        // uniformly distributed random values.
        Random random = new Random();

        System.out.println(
                // Generate a gaussian random value.
                GaussianRNG.FAST_RNG.generate(random)
        );
    }
}

Supported distributions

License

This software is licensed under the terms of the MIT license. See LICENSE.

Acknowledgments

commons-math3

This product includes software developed at The Apache Software Foundation (http://www.apache.org/). https://github.com/apache/commons-math

Jafama

This product includes software developed by Jeff Hain. https://github.com/jeffhain/jafama

References

  • Tesuaki Yotsuji. 計算機シミュレーションのための確率分布乱数生成法. Pleiades Publishing Co.,Ltd. (2010)
  • Marsaglia, George, and Wai Wan Tsang. The ziggurat method for generating random variables. Journal of statistical software 5.8 (2000): 1-7.
  • Ahrens, Joachim H., and Ulrich Dieter. Computer methods for sampling from gamma, beta, poisson and bionomial distributions. Computing 12.3 (1974): 223-246.
  • Marsaglia, George, and Wai Wan Tsang. A simple method for generating gamma variables. ACM Transactions on Mathematical Software (TOMS) 26.3 (2000): 363-372.
  • Best, D. J. A note on gamma variate generators with shape parameter less than unity. Computing 30.2 (1983): 185-188.
  • Wilson, Edwin B., and Margaret M. Hilferty. The distribution of chi-square. Proceedings of the National Academy of Sciences 17.12 (1931): 684-688.
  • Jöhnk, M. D. Erzeugung von betaverteilten und gammaverteilten Zufallszahlen. Metrika 8.1 (1964): 5-15.
  • Sakasegawa, H. Stratified rejection and squeeze method for generating beta random numbers. Annals of the Institute of Statistical Mathematics 35.1 (1983): 291-302.