Approximate random variables
Project description
PyARV
Python wrapper of a C implementation of approximate random variables as detailed in:
Michael B. Giles and Oliver Sheridan-Methven. Approximating inverse cumulative distribution functions to produce approximate random variables. ACM Transactions on Mathematical Software, 49(3), Article 26, September 2023, 29 pages. https://doi.org/10.1145/3604935
Authors
Dr Oliver Sheridan-Methven
oliver.sheridan-methven@hotmail.co.uk
Documentation
The full documentation can be found here: Documentation.
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