Module peroxide::statistics::rand

Random number generator

Uniform random number generator

• Peroxide uses external rand crate to generate random number

  use rand::prelude::*;
  
  fn main() {
      let mut rng = thread_rng();
  
      let a = rng.gen_range(0f64..=1f64); // Generate random f64 number ranges from 0 to 1
  }

• To want more detailed explanation, see rand crate

Piece-wise Rejection Sampling

Functions

• marsaglia_polar
  Gaussian random number generator using Marsaglia polar form
• prs
  Piecewise Rejection Sampling
• rand_num
  Simple uniform random number generator with ThreadRng
• ziggurat
  Gaussian random numbers using the Ziggurat Method