#
pdflib

**pdflib**,
a C code which
evaluates Probability Density Functions (PDF)
and produces random samples from them,
including beta, binomial, chi, exponential, gamma, inverse chi,
inverse gamma, multinomial, normal, scaled inverse chi, and uniform.

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Licensing:

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

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Languages:

**pdflib** is available in
a C version and
a C++ version and
a FORTRAN90 version and
a MATLAB version and
a Python version.

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Related Data and Programs:

LOG_NORMAL_TRUNCATED_AB,
a C code which
returns quantities associated with the log normal Probability
Distribution Function (PDF) truncated to the interval [A,B].

pdflib_test

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

WALKER_SAMPLE,
a C code which
efficiently samples a discrete probability vector using
Walker sampling.

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Source Code:

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Last revised on 23 July 2019.
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