Path: utzoo!utgpu!jarvis.csri.toronto.edu!mailrus!ames!uhccux!munnari.oz.au!comp.vuw.ac.nz!windy!srwmrbd
From: SRWMRBD@windy.dsir.govt.nz (ROBERT)
Newsgroups: comp.lang.c++
Subject: random number package
Message-ID: <649@windy.dsir.govt.nz>
Date: 31 Aug 89 22:22:10 GMT
Organization: DSIR Wellington, NZ
Lines: 48

Random Number Package

I have put together a C++ package for generating streams of univariate
random numbers from a wide variety of distributions. It is particularly
appropriate for the situation where one requires sequences of
identically distributed random numbers. The set up time for each type of
distribution is relatively long but the package is very efficient for
generating each new random number. The package includes "classes" for
generating random numbers from a number of distributions, but is easily
extended to be able to generate random numbers from almost any of the
standard distributions.

Distributions included in the package are:

Uniform
Cauchy
Normal
Negative exponential
Non-central chi square
Gamma
Poisson

Each class includes the following functions:

void Set(double) ................ Set seed (inherited from the base class)
double Get() .................... Get seed (inherited from the base class)
real Next() ..................... Get a new random number
char* Name() .................... Name of the distribution
ExtReal Mean() .................. Mean of the distribution
ExtReal Variance() .............. Variance of the distribution

plus the class constructor(s).

The individual generators are based on "blackbox" routines which may also be
used for most of the other standard distributions. In addition methods are
provided for generating random numbers which are simple combinations or
mixtures of random numbers provided directly by the package.

The package works under Zortech C++ (1.07). It was too hard for my new
version of Glockenspiel C++ for MsDos.

It is 1500 lines long, too long to put on this news category. If anyone is
interested and has an Internet address, I think I can send them a copy. The
present copyright status is that I claim copyright but grant permission to use
but not to sell. Of course, I take no legal responsibilities for errors or any
misfortunes that may result from your use of the package.

Please reply to SRWMRBD@WINDY.DSIR.GOVT.NZ