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Implement rand() #137

Merged
merged 3 commits into from
Jun 9, 2020
Merged

Implement rand() #137

merged 3 commits into from
Jun 9, 2020

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jmkuhn
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@jmkuhn jmkuhn commented Jun 9, 2020 •
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Implements rand() but not randn() or randexp(). We should implement the Ziggurat Method for randn() and randexp(). Most of the tests including hist() were copied directly from stdlib/Random/test. Partially addresses issue #80.

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stevengj commented Jun 9, 2020 •
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Seems like we could use the simpler Box–Muller method for randn to start with, and -log1p(-rand()) for randexp, which have the advantage of being precision-independent.

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stevengj reviewed Jun 9, 2020
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@stevengj stevengj merged commit 10dfa6b into JuliaMath:master Jun 9, 2020
@stevengj stevengj mentioned this pull request Jun 9, 2020
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@jmkuhn jmkuhn deleted the rand branch June 9, 2020 18:45
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