mwc-random

Fast, high quality pseudo random number generation

https://github.com/haskell/mwc-random

LTS Haskell 22.41:0.15.1.0
Stackage Nightly 2024-11-12:0.15.1.0
Latest on Hackage:0.15.1.0

See all snapshots mwc-random appears in

BSD-2-Clause licensed by Bryan O'Sullivan
Maintained by Alexey Khudyakov
This version can be pinned in stack with:mwc-random-0.15.1.0@sha256:2951e9dbbc10b0036bccd3c84fe78fa25a5ed0a1e640a65b32288d7e588ee14c,4478

Module documentation for 0.15.1.0

Efficient, general purpose pseudo-random number generation

Build Status

This package provides the System.Random.MWC module, a Haskell library for generating high-quality pseudo-random numbers in a space- and time-efficient way.

Get involved!

Please report bugs via the github issue tracker.

Master git repository:

  • git clone https://github.com/haskell/mwc-random.git

Authors

This library is written and maintained by Bryan O’Sullivan, [email protected].

Changes

Changes in 0.15.1.0

  • Additon of binomial sampler using the rejection sampling method in Kachitvichyanukul, V. and Schmeiser, B. W. Binomial Random Variate Generation. Communications of the ACM, 31, 2 (February, 1988) 216. https://dl.acm.org/doi/pdf/10.1145/42372.42381. A more efficient basis for e.g. the beta binomial distribution: beta a b g >>= \p -> binomial n p g.

Changes in 0.15.0.2

  • Doctests on 32-bit platforms are fixed. (#79)

Changes in 0.15.0.1

  • Bug in generation of Int/Word in both uniform and uniformR is fixed. (#75)

Changes in 0.15.0.0

  • withSystemRandomST and createSystemSeed are added.

  • withSystemRandom is deprecated.

  • random>=1.2 is dependency of mwc-random.

  • Instances for type classes StatefulGen & FrozenGen defined in random-1.2 are added for Gen.

  • Functions in System.Random.MWC.Distributions and System.Random.MWC.CondensedTable now work with arbitrary StatefulGen

  • System.Random.MWC.uniformVector now works with arbitrary StatefulGen as well and uses in-place initialization instead of generateM. It should be faster for anything but IO and ST (those shoud remain same).

Changes in 0.14.0.0

  • Low level functions for acquiring random data for initialization of PRGN state is moved to System.Random.MWC.SeedSource module

  • Ensure that carry is always correct when restoring PRNG state from seed. Only affects users who create 258 element seed manually. (#63, #65)

Changes in 0.13.6.0

  • tablePoisson now can handle λ>1923, see #59 for details. That required intoduction of dependency on math-functions.

Changes in 0.13.5.0

  • logCategorical added

Changes in 0.13.4.0

  • withSystemRandom uses RtlGenRandom for seeding generator on windows

Changes in 0.13.3.1

  • primitive-0.6 compatibility

Changes in 0.13.3.0

  • Monadic variant of vector shuffle added: uniformShuffleM

  • Context on uniformShuffle loosened

Changes in 0.13.2.2

  • Fixed crash during gen. initialization on Windows when stderr is not available (#36).

Changes in 0.13.2.0

  • Generators for beta, Bernoully, Dirichlet and categorical distributions added.

  • Functions for generating random shuffles added.

Changes in 0.13.1.2

  • GHC 7.9 support

Changes in 0.13.1.1

  • Long standing performance problem in normal distribution fixed (#16)

Changes in 0.13.1.0

  • createSystemRandom added

Changes in 0.13.0.0

  • Workaround for GHC bug 8072 (bug 25). GHC 7.6 on 32-bit platrofms is affected.

  • Generators for truncated exponential and geometric distributions added.

Changes in 0.12.0.0

  • Fucntion asGenIO and asGenST added.

  • Generation of discrete random variates using condensed tables methed. Tables for Poisson and binomial distributions are provided.