Public API for the random component.
Provides pseudo-random number generation:
Primary API (mutable RNGs for performance):
make-well-rng-1024a - Create a uniform RNGnext-double! - Generate next uniform random double in [0,1)make-normal-rng - Create a normal/Gaussian RNGnext-gaussian! - Generate next standard normal variateReferences:
Public API for the random component. Provides pseudo-random number generation: - WELL RNG 1024a algorithm for high-quality uniform random doubles - Ziggurat algorithm for normal (Gaussian) random variates Primary API (mutable RNGs for performance): - `make-well-rng-1024a` - Create a uniform RNG - `next-double!` - Generate next uniform random double in [0,1) - `make-normal-rng` - Create a normal/Gaussian RNG - `next-gaussian!` - Generate next standard normal variate References: - WELL RNG: Improved Long-Period Generators Based on Linear Recurrences Modulo 2, F. Panneton, P. L'Ecuyer and M. Matsumoto http://www.iro.umontreal.ca/~panneton/WELLRNG.html - Ziggurat: An improved Ziggurat method to generate normal random samples, Doornik, 2005
(make-normal-rng)(make-normal-rng uniform-rng)(make-normal-rng uniform-rng c r v)Create a NormalRng instance for generating standard normal variates.
See criterium.random.ziggurat/make-normal-rng for full documentation.
Create a NormalRng instance for generating standard normal variates. See `criterium.random.ziggurat/make-normal-rng` for full documentation.
(make-well-rng-1024a)(make-well-rng-1024a seed)Create a WellRng1024a instance for generating uniform random doubles.
See criterium.random.well/make-well-rng-1024a for full documentation.
Create a WellRng1024a instance for generating uniform random doubles. See `criterium.random.well/make-well-rng-1024a` for full documentation.
(next-double! rng)Generate the next random double in [0,1), mutating the RNG state.
Generate the next random double in [0,1), mutating the RNG state.
(next-gaussian! rng)Generate the next random gaussian in N(0,1), mutating the RNG state.
Generate the next random gaussian in N(0,1), mutating the RNG state.
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