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Commits on Mar 3, 2015
  1. Add Rayleigh distribution and some helpers.

    Add Rayleigh distribution and tests.
    
    Add draw-uniform, draw-exponential, and 
    draw-rayleigh. These functions return a random 
    variable according to the given distribution 
    without the need to first instantiate such a 
    distribution.
    
    distinct-random-integers and 
    distinct-random-integers-dense now use the 
    supplied random number generator. This also fixes 
    two style warnings.
    
    Declare rng ignorable in method draw when applied
    to a function. This fixes a style warning.
    dcatteeu committed Mar 3, 2015
Commits on Dec 30, 2014
Commits on Dec 28, 2014
  1. Merge pull request #9 from dcatteeu/master

    providing random number generators and 3 discrete distributions
    committed Dec 28, 2014
Commits on Dec 27, 2014
  1. added geometric distribution

    dcatteeu committed Dec 27, 2014
  2. added binomial distribution

    dcatteeu committed Dec 27, 2014
  3. added Bernoulli distribution

    dcatteeu committed Dec 27, 2014
Commits on Sep 12, 2014
Commits on Aug 14, 2014
Commits on Aug 12, 2014
  1. added c program to generate lists of random chunks from GSL random nu…

    …mber generators, these can serve as comparison to test correctness of implementation
    dcatteeu committed Aug 12, 2014
Commits on Jul 21, 2014
  1. added random-number-generator-tests

    added tests
    fixed method next for gsll-rng to return the correct type
    dcatteeu committed Jul 21, 2014
  2. bugfix draw-bernoulli, final fixes for adding generators

    added random-number-generator.lisp: base class, cl wrapper, and gsll
    added GSLL dependency for call GSL's random number generators
    added draw-bernoulli-bit: same as draw-bernoulli, but returns 0/1 instead of NIL/T
    bugfix draw-bernoulli: return boolean for integer probabilities instead of 0,1
    added tests for bugfix
    dcatteeu committed Jul 21, 2014
Commits on Jul 17, 2014
Commits on Apr 12, 2013
  1. Corrected typo.

    committed Apr 12, 2013
Commits on Mar 27, 2013
Commits on Feb 15, 2013
  1. Cleanup of package definition.

    committed Feb 15, 2013
  2. Using CL-SLICE (sub is obsolete).

    committed Feb 15, 2013
  3. Re-added log-gamma.

    committed Feb 15, 2013
  4. Fixed normal PDFs.

    The log constant was negative.
    committed Feb 15, 2013
  5. Fixed bug in algorithm.

    committed Feb 15, 2013
  6. Fixed renamed function.

    committed Feb 15, 2013
Commits on Feb 12, 2013
  1. Re-enabled univariate tests.

    committed Feb 12, 2013
  2. Added probabilities.

    committed Feb 12, 2013
  3. Moved float conversion later.

    committed Feb 12, 2013
  4. Removed declaration.

    It was not correct.
    committed Feb 12, 2013
  5. Re-enabled discrete tests. Deleted unused tests.

    The latter are not needed, as we are using r-mathlib for special functions.
    committed Feb 12, 2013