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ANURAN

swMATH ID: 9366
Software Authors: Leydold, Josef; Derflinger, Gerhard; Tirler, Günter; Hörmann, Wolfgang
Description: ANURAN - Automatic Non-Uniform RANdom number generators. ANURAN (Automatic Non-Uniform RAndom Number generator) is a project to develope and implement automatic code generators for non-uniform random number generation. The goal of our project is that programmers (that might have little or no experiences with random number generation) can produce source code for fast, reliable, high quality random variate generators for large classes of distributions not necessarily standard distributions. It is based on black-box algorithm (see ARVAG) and uses the features of the UNU.RAN library.
Homepage: http://statmath.wu.ac.at/anuran/
Keywords: nonuniform random variate generation; universal algorithm; automatic code generator; transformed density rejection; continuous distribution
Related Software: Runuran; UNU.RAN
Referenced in: 1 Publication

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