pdflib_test, a Fortran90 code which calls pdflib(), 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.
The information on this web page is distributed under the MIT license.
pdflib, a Fortran90 code which evaluates Probability Density Functions (PDF's) and produces random samples from them, including beta, binomial, chi, exponential, gamma, inverse chi, inverse gamma, multinomial, normal, scaled inverse chi, and uniform.