module for probability distributions

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module for probability distributions

Matthias Fischmann


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

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Re: module for probability distributions

Henning Thielemann

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
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Re: module for probability distributions

Nils Anders Danielsson
In reply to this post by Matthias Fischmann
On Thu, 16 Feb 2006, Matthias Fischmann <[hidden email]> wrote:

> 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

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