Re: random number facilities in numarray and main Python libs

On Tue, 7 Sep 2004, Bruce Southey wrote:

> Hi,

> The R project (http://www.r-project.org) provides a standalone GPL'ed 
> Math library (buried in the src/nmath/standalone subdirectory of the R 
> code). This includes random number generators for various distributions 
> amongst other goodies. But I have not looked to see what approach that 
> the actual uniform random generator uses (source comment says "A version 
> of Marsaglia-MultiCarry"). However, this library should be as least as 
> good as and probably better than Ranlib that is currently being used

> I used SWIG to generate wrappers for most of the functions (except the 
> voids). SWIG makes it very easy but I needed to create a SWIG include 
> file because using the header alone did not work correctly. If anyone 
> wants more information or files, let me know.

I'm modestly familiar with R. I think its random number facilities are 
likely to be as good as anything out there, since it is a tool for 
computational resarch statistics.

Actually R has something like 5 different random number generators, and 
you can switch from one to the other on the fly. Very cool.

I hacked on the random number stuff for something I had to do once, and 
the code was reasonably clean (C implementation, of course).

Since R is GPL'd, I assume it would be possible to use the code in Python.

                                                                  Faheem.


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