[SciPy-user] Monte Carlo package

Robert Kern robert.kern at gmail.com
Wed Jan 25 10:24:59 CST 2006


David Huard wrote:
> It builds fine on linux Ubuntu and the example you gave in the mail
> works fine, however, I'm not sure I understand your question about rand().
> Here is what I get :
> 
>>>> from scipy.sandbox.montecarlo import *
>>>> rand()
> NameError: name 'rand' is not defined

I am referring to the POSIX rand() function in C, which the current version of
the montecarlo package uses to seed a faster generator.

> If I may ask a question, is there a routine in scipy to generate random
> samples from a continuous distribution ?

Which distribution? numpy.random has plenty of standard continuous distribution
generators. scipy.stats.distributions defines a whole slew of distribution
objects, each of which has an .rvs() method which samples from the given
distribution.

-- 
Robert Kern
robert.kern at gmail.com

"In the fields of hell where the grass grows high
 Are the graves of dreams allowed to die."
  -- Richard Harter



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