From: Gavin Sinclair <gsinclair@...>
Date: 2004-08-13T11:26:22+09:00
Subject: Re: Random variable library?

Joel VanderWerf wrote:
>> I have a Ruby implementation of the ISAAC cryptographically secure
>> random  number generator packaged with Iowa.  Each Crypt::Iowa object
>> is an  independent source of random numbers.
>>
>> @random_numbers = Crypt::ISAAC.new
>>
>> number = @random_numbers.rand(1000)
>>
>> It does need a little work, but it wouldn't take much to polish it up.
>
> That's great! I hope it ends up in RAA :)
>
> Are there any disadvantages? License, memory usage, cpu usage? How about
> randomness metrics, compared to something like the MT generators? I'd
> guess they'd be better for a crytpo secure PRNG...

The work I'm doing now doesn't strictly require, but would benefit from a
random number generator that:
 - obeyed the distribution you want, with the parameters you want
 - spat out numbers between a given minimum and maximum
 - could be configured to return Integers or Floats

Obviously, it should be able to use any RNG you wish, defaulting to
Kernel.rand.

I haven't looked at the GSL stuff yet (and wish to avoid C dependencies if
possible), but Rand.rb seems to be a good start.

When it gets more important for me, I'll try to wrap something up for a
library release.  Since there are a few people interested in this thread,
post your API ideas if you've got 'em!

Cheers,
Gavin