From: Joel VanderWerf <vjoel@...>
Date: 2004-08-13T07:17:01+09:00
Subject: Re: Random variable library?

Martin DeMello wrote:
> Gavin Sinclair <gsinclair@soyabean.com.au> wrote:
> 
>>Folks,
>>
>>Anyone know of a Ruby library that defines random variables[1]?  I'd like
>>access to a variety of distributions.  I haven't seen anything like this
>>in Ruby.  Perhaps someone has, or can suggest a C library I might wrap.
> 
> 
> http://users.rcn.com/m3ha11/ruby/Rand.rb looks good to me

Nice, but it is based on Kernel.rand.

I'd like to see something like that, but with multiple independent 
streams of random numbers, so it can be used for simulations with many 
random variables.

I have some code like that, but it's based on the PRNGs from Numerical 
Recipes, and I don't think I can distribute the ruby source except to 
people who have a license for NR.