DESCRIPTION

This gem implements random variate generation for several common statistical distributions. Each distribution is implemented in its own class, and different parameterizations are created as instances of the class using the constructor to specify the parameterization. All constructors use named parameters for clarity, so the order of parameters does not matter. All random variate classes provide an optional argument rng, with which the user can specify a pseudo-random number generator that has a rand method that provides U(0,1) values to use as the core source of randomness. If rng is not specified, it defaults to an instance of class Xoroshiro::Random.

Once a random variate class has been instantiated, values can either be generated on demand using the next method (preferred for speed) or by creating an Enumerator for use in any iterable context. For example, the following will create an array of fifty exponentially distributed values having rate 3.

my_exp = RV::Exponential.new(rate: 3)
my_exp.each.take(50)

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RELEASE NOTES

v0.5

Prior releases focused on statistical correctness and adding distributions. This release is about speed improvements. Substantial speedups have been accomplished by:

• replacing the prior U(0,1) Enumerator architecture with direct calls to the PRNG;
• replacing loop do with the measurably faster while true in acceptance/rejection based algorithms; and
• replacing ruby's built-in Random with Xoroshiro::Random as the default PRNG. Xoshiro256** is faster than ruby's MT19937 implementation, and passes all tests in the TestU01 suite. See xoshiro / xoroshiro generators and the PRNG shootout for more information.