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Re: [Help-gsl] better generator for gaussian random numbers


From: Brian Gough
Subject: Re: [Help-gsl] better generator for gaussian random numbers
Date: Fri, 22 Jul 2005 18:50:31 +0100

John D Lamb writes:
 > Here it is. Sorry the web page is a little hurriedly constructed.
 > 
 > http://www.uyea.btinternet.co.uk/gamma/gamma.html

Thanks.  I've added a link to the GSL development webpage for it.

 > It might also be worthwhile to add one other distribution to GSL.
 > gsl_ran_erlang( int a )
 > 
 > This is just a gamma distribution with integer coefficients. I assume
 > that gsl_ran_chisq uses gsl_ran_gamma and so could also be made to run
 > much faster. In any case, I suspect that an erlang generator would be
 > used much more than a chi-squared generator because of its applications
 > to queueing models.

Thanks, there is an erlang.c in the distribution but it looks like
it's not documented in the manual.  I'll add an entry for it.

-- 
Brian Gough

Network Theory Ltd,
Publishing Free Software Manuals --- http://www.network-theory.co.uk/




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