pm_ziggurat Module Reference

This module contains procedures and generic interfaces for computing the Ziggurat set for for pseudo-random number sampling. More...

Data Types
interface	getZig
	Generate and return a Ziggurat set for the specified distribution that can be subsequently used for random number generation from the distribution. More...

Variables
character(*, SK), parameter	MODULE_NAME = "@pm_ziggurat"

Detailed Description

This module contains procedures and generic interfaces for computing the Ziggurat set for for pseudo-random number sampling.

The ziggurat algorithm is an algorithm for pseudo-random number sampling.
Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random numbers, typically from a pseudo-random number generator, as well as precomputed tables.
The algorithm is used to generate values from a monotonically decreasing probability distribution.
It can also be applied to symmetric unimodal distributions, such as the normal distribution, by choosing a value from one half of the distribution and then randomly choosing which half the value is considered to have been drawn from.
It was developed by George Marsaglia and others in the 1960s.

See also

getZigNorm

Test:

test_pm_ziggurat

Final Remarks ⛓

---

If you believe this algorithm or its documentation can be improved, we appreciate your contribution and help to edit this page's documentation and source file on GitHub.
For details on the naming abbreviations, see this page.
For details on the naming conventions, see this page.
This software is distributed under the MIT license with additional terms outlined below.

1. If you use any parts or concepts from this library to any extent, please acknowledge the usage by citing the relevant publications of the ParaMonte library.
   
2. If you regenerate any parts/ideas from this library in a programming environment other than those currently supported by this ParaMonte library (i.e., other than C, C++, Fortran, MATLAB, Python, R), please also ask the end users to cite this original ParaMonte library.
   

This software is available to the public under a highly permissive license.
Help us justify its continued development and maintenance by acknowledging its benefit to society, distributing it, and contributing to it.

Copyright

Computational Data Science Lab

Author:

Amir Shahmoradi, April 25, 2015, 2:21 PM, National Institute for Fusion Studies, The University of Texas at Austin

Variable Documentation

MODULE_NAME

character(*, SK), parameter pm_ziggurat::MODULE_NAME = "@pm_ziggurat"

Definition at line 49 of file pm_ziggurat.F90.