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</script></head><body><div id="package-header"><ul class="links" id="page-menu"><li><a href="src/System-Random-MWC-Distributions.html">Source</a></li><li><a href="index.html">Contents</a></li><li><a href="doc-index.html">Index</a></li></ul><p class="caption">mwc-random-0.12.0.1: Fast, high quality pseudo random number generation</p></div><div id="content"><div id="module-header"><table class="info"><tr><th>Portability</th><td>portable</td></tr><tr><th>Stability</th><td>experimental</td></tr><tr><th>Maintainer</th><td>bos@serpentine.com</td></tr><tr><th>Safe Haskell</th><td>Safe-Infered</td></tr></table><p class="caption">System.Random.MWC.Distributions</p></div><div id="table-of-contents"><p class="caption">Contents</p><ul><li><a href="#g:1">Variates: non-uniformly distributed values
</a></li><li><a href="#g:2">References
</a></li></ul></div><div id="description"><p class="caption">Description</p><div class="doc"><p>Pseudo-random number generation for non-uniform distributions.
</p></div></div><div id="synopsis"><p id="control.syn" class="caption expander" onclick="toggleSection('syn')">Synopsis</p><ul id="section.syn" class="hide" onclick="toggleSection('syn')"><li class="src short"><a href="#v:normal">normal</a> :: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m => <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a> -> <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a> -> <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m) -> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></li><li class="src short"><a href="#v:standard">standard</a> :: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m => <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m) -> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></li><li class="src short"><a href="#v:exponential">exponential</a> :: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m => <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a> -> <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m) -> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></li><li class="src short"><a href="#v:gamma">gamma</a> :: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m => <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a> -> <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a> -> <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m) -> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></li><li class="src short"><a href="#v:chiSquare">chiSquare</a> :: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m => <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Data-Int.html#t:Int">Int</a> -> <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m) -> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></li></ul></div><div id="interface"><h1 id="g:1">Variates: non-uniformly distributed values
</h1><div class="top"><p class="src"><a name="v:normal" class="def">normal</a><a href="src/System-Random-MWC-Distributions.html#normal" class="link">Source</a></p><div class="subs arguments"><p class="caption">Arguments</p><table><tr><td class="src">:: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m</td><td class="doc empty"> </td></tr><tr><td class="src">=> <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc"><p>Mean
</p></td></tr><tr><td class="src">-> <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc"><p>Standard deviation
</p></td></tr><tr><td class="src">-> <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m)</td><td class="doc empty"> </td></tr><tr><td class="src">-> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc empty"> </td></tr></table></div><div class="doc"><p>Generate a normally distributed random variate with given mean
and standard deviation.
</p></div></div><div class="top"><p class="src"><a name="v:standard" class="def">standard</a> :: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m => <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m) -> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a><a href="src/System-Random-MWC-Distributions.html#standard" class="link">Source</a></p><div class="doc"><p>Generate a normally distributed random variate with zero mean and
unit variance.
</p><p>The implementation uses Doornik's modified ziggurat algorithm.
Compared to the ziggurat algorithm usually used, this is slower,
but generates more independent variates that pass stringent tests
of randomness.
</p></div></div><div class="top"><p class="src"><a name="v:exponential" class="def">exponential</a><a href="src/System-Random-MWC-Distributions.html#exponential" class="link">Source</a></p><div class="subs arguments"><p class="caption">Arguments</p><table><tr><td class="src">:: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m</td><td class="doc empty"> </td></tr><tr><td class="src">=> <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc"><p>Scale parameter
</p></td></tr><tr><td class="src">-> <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m)</td><td class="doc"><p>Generator
</p></td></tr><tr><td class="src">-> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc empty"> </td></tr></table></div><div class="doc"><p>Generate an exponentially distributed random variate.
</p></div></div><div class="top"><p class="src"><a name="v:gamma" class="def">gamma</a><a href="src/System-Random-MWC-Distributions.html#gamma" class="link">Source</a></p><div class="subs arguments"><p class="caption">Arguments</p><table><tr><td class="src">:: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m</td><td class="doc empty"> </td></tr><tr><td class="src">=> <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc"><p>Shape parameter
</p></td></tr><tr><td class="src">-> <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc"><p>Scale parameter
</p></td></tr><tr><td class="src">-> <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m)</td><td class="doc"><p>Generator
</p></td></tr><tr><td class="src">-> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc empty"> </td></tr></table></div><div class="doc"><p>Random variate generator for gamma distribution.
</p></div></div><div class="top"><p class="src"><a name="v:chiSquare" class="def">chiSquare</a><a href="src/System-Random-MWC-Distributions.html#chiSquare" class="link">Source</a></p><div class="subs arguments"><p class="caption">Arguments</p><table><tr><td class="src">:: <a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimMonad">PrimMonad</a> m</td><td class="doc empty"> </td></tr><tr><td class="src">=> <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Data-Int.html#t:Int">Int</a></td><td class="doc"><p>Number of degrees of freedom
</p></td></tr><tr><td class="src">-> <a href="System-Random-MWC.html#t:Gen">Gen</a> (<a href="/usr/share/doc/ghc/html/libraries/primitive-0.4.1/Control-Monad-Primitive.html#t:PrimState">PrimState</a> m)</td><td class="doc"><p>Generator
</p></td></tr><tr><td class="src">-> m <a href="/usr/share/doc/ghc/html/libraries/base-4.5.0.0/Prelude.html#t:Double">Double</a></td><td class="doc empty"> </td></tr></table></div><div class="doc"><p>Random variate generator for the chi square distribution.
</p></div></div><h1 id="g:2">References
</h1><div class="doc"><ul><li> Doornik, J.A. (2005) An improved ziggurat method to generate
normal random samples. Mimeo, Nuffield College, University of
Oxford. <a href="http://www.doornik.com/research/ziggurat.pdf">http://www.doornik.com/research/ziggurat.pdf</a>
</li><li> Doornik, J.A. (2007) Conversion of high-period random numbers to
floating point.
<em>ACM Transactions on Modeling and Computer Simulation</em> 17(1).
<a href="http://www.doornik.com/research/randomdouble.pdf">http://www.doornik.com/research/randomdouble.pdf</a>
</li></ul></div></div></div><div id="footer"><p>Produced by <a href="http://www.haskell.org/haddock/">Haddock</a> version 2.10.0</p></div></body></html>
