[Numpy-discussion] random number facilities in numarray and main Python libs
Faheem Mitha
faheem at email.unc.edu
Tue Sep 7 23:00:00 CDT 2004
On Tue, 7 Sep 2004, Bruce Southey wrote:
> Hi,
> The R project (http://www.r-project.org) provides a standalone GPL'ed
> Math library (buried in the src/nmath/standalone subdirectory of the R
> code). This includes random number generators for various distributions
> amongst other goodies. But I have not looked to see what approach that
> the actual uniform random generator uses (source comment says "A version
> of Marsaglia-MultiCarry"). However, this library should be as least as
> good as and probably better than Ranlib that is currently being used
> I used SWIG to generate wrappers for most of the functions (except the
> voids). SWIG makes it very easy but I needed to create a SWIG include
> file because using the header alone did not work correctly. If anyone
> wants more information or files, let me know.
I'm modestly familiar with R. I think its random number facilities are
likely to be as good as anything out there, since it is a tool for
computational resarch statistics.
Actually R has something like 5 different random number generators, and
you can switch from one to the other on the fly. Very cool.
I hacked on the random number stuff for something I had to do once, and
the code was reasonably clean (C implementation, of course).
Since R is GPL'd, I assume it would be possible to use the code in Python.
Faheem.
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