binomial_tpe

[Chris Paulse]

There's an implementation of the Gamma draw, as well as a Normal draw using
the Ziggurat method in http://oldmill.uchicago.edu/~wilder/Code/random/

chris

-----Original Message-----
From: James Theiler [mailto:jt@lanl.gov] 
Sent: Friday, August 26, 2005 11:08 AM
To: Chris Paulse
Cc: gsl-discuss
Subject: RE: binomial_tpe

thanks for the pointer, i've printed it out, and it looks 
pretty interesting.  i've cc'd gsl-discuss in case
somebody wants to follow-up on this.

jt

On Thu, 25 Aug 2005, Chris Paulse wrote:

] Hi James,
] The Gamma rv generator in GSL is also a little out of date, and slow.
Once
] again, Marsaglia & co have developed a fast, simple alternative:
]
http://oldmill.uchicago.edu/~wilder/Code/random/Papers/Marsaglia_00_SMGGV.pd
f  
] 
] chris
] 

-- 
James Theiler            Space and Remote Sensing Sciences
MS-B244, ISR-2, LANL     Los Alamos National Laboratory
Los Alamos, NM 87545     http://nis-www.lanl.gov/~jt