normal, a C++ code which returns a sequence of normally distributed pseudorandom numbers.
The code is based on the Box-Muller transformation to convert pairs of uniformly distributed random values to pairs of normally distributed random values.
The computer code and data files described and made available on this web page are distributed under the MIT license.
normal 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.
asa183, a C++ code which implements the Wichman-Hill pseudorandom number generator.
cpp_random, a C++ code which illustrates the use of the C++ random number generator routines.
halton, a C++ code which computes elements of a Halton Quasi Monte Carlo (QMC) sequence, using a simple interface.
hammersley, a C++ code which computes elements of a Hammersley Quasi Monte Carlo (QMC) sequence, using a simple interface.
random_sorted, a C++ code which generates vectors of random values which are already sorted.
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.
truncated_normal, a C++ code which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.
uniform, a C++ code which computes elements of a sequence of pseudorandom uniformly distributed values.
van_der_corput, a C++ code which computes van der Corput sequences.