asa183, an Octave code which implements a random number generator (RNG), by Wichman and Hill.
This is a version of Applied Statistics Algorithm 183.
The information on this web page is distributed under the MIT license.
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.
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.
Original Fortran77 version by Brian Wichman and David Hill; Octave version by John Burkardt.