asa183

asa183, a MATLAB code which implements a random number generator (RNG), by Wichman and Hill.

This is a version of Applied Statistics Algorithm 183.

Licensing:

The computer code and data files described and made available on this web page are distributed under the MIT license

Languages:

asa183 is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

asa183_test

ranlib, an Octave code which produces random samples from Probability Density Functions (PDF's), including Beta, Chi-square Exponential, F, Gamma, Multivariate normal, Noncentral chi-square, Noncentral F, Univariate normal, random permutations, Real uniform, Binomial, Negative Binomial, Multinomial, Poisson and Integer uniform, by Barry Brown and James Lovato.

rnglib, an Octave code which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.

Author:

Original FORTRAN77 version by Brian Wichman and David Hill; Octave version by John Burkardt.

Reference:

1. Pierre LEcuyer,
   Efficient and Portable Combined Random Number Generators,
   Communications of the ACM,
   Volume 31, Number 6, June 1988, pages 742-751.
2. Brian Wichmann, David Hill,
   Algorithm AS 183: An Efficient and Portable Pseudo-random Number Generator,
   Applied Statistics,
   Volume 31, Number 2, 1982, pages 188-190.

Source Code:

• r8_random.m, returns a pseudorandom number between 0 and 1.
• r8_uni.m, returns a pseudorandom number between 0 and 1.