Free random number generator software

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Barry Brown

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Mar 21, 2012, 6:12:18 PM3/21/12

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There has been considerable discussion of random number generators in

this group. We (Section of Computer Science at University of Texas

M. D. Anderson Cancer Center) have written an ANSI Fortran 95 library

of random number generators. The distributions covered include most

common statistical distributions and also permutations. The

underlying generator is a transliteration from Algol of a

comparatively recently published generator by Ecuyer and Cotes. The

code is free (no charge, open source obviously). This package is

called RANDLIB.

WHERE TO GET IT

Software written by members of the Department of Biostatistics

and Applied Mathematics is freely available to anyone. Reposting

on other archives is encouraged.

Available Software:

http://biostatistics.mdanderson.org/SoftwareDownload

Barry W. Brown

Department of Biostatistics

and Applied Mathematics, qBox 237

University of Texas M. D.

Anderson Cancer Center

1515 Holcombe Blvd

Houston, TX 77030

brow...@gmail.com

Robert Funnell

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Mar 22, 2012, 11:17:05 AM3/22/12

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On Wed, 21 Mar 2012, Barry Brown wrote:

> There has been considerable discussion of random number generators in
> this group. We (Section of Computer Science at University of Texas
> M. D. Anderson Cancer Center) have written an ANSI Fortran 95 library
> of random number generators. The distributions covered include most
> common statistical distributions and also permutations. The
> underlying generator is a transliteration from Algol of a
> comparatively recently published generator by Ecuyer and Cotes. The
> code is free (no charge, open source obviously). This package is
> called RANDLIB.

> ...

This sounds interesting. Can you provide a link to the publication of
Ecuyer & Cotes? Thanks.