swMATH ID: 26231
Software Authors: George Marsaglia; Wai Wan Tsang; Jingbo Wang
Description: 5tbl.c, TplusSQ.c: Fast Generation of Discrete Random Variables. We describe two methods and provide C programs for generating discrete random variables with functions that are simple and fast, averaging ten times as fast as published methods and more than five times as fast as the fastest of those. We provide general procedures for implementing the two methods, as well as specific procedures for three of the most important discrete distributions: Poisson, binomial and hypergeometric.
Homepage: https://www.jstatsoft.org/v011/i03
Keywords: C code; random numbers; discrete variates; Poisson; binomial; hypergeometric; Journal of Statistical Software
Related Software: R; Apache Spark; MKL; GSL; MersenneTwister; Diehard; DOULION; Ziggurat
Cited in: 5 Publications

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