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Project Description

# zignor-python

Ziggurat normal random number generator ported to Python

## Requirement

NumPy installation is required. Python 3 compatible.

## Installation

To install, run

python setup.py install

or you can install from PyPI:

pip install zignor

If you are running Windows and don’t have MSVC compiler installed, a pre-built distribution on Python 3.5 is given in dist folder.

## Usage

It will automatically import NumPy, so you can just use

` import zignor zignor.randn(10) ` or ` zignor.randn(3, 5) ` to generate a matrix of 3 by 5.

## More functions

This module includes two implementations. One is an slightly modified implementation of the original Ziggurat method ([http://www.jstatsoft.org/article/downloadSuppFile/v005i08/rnorrexp.c](http://www.jstatsoft.org/article/downloadSuppFile/v005i08/rnorrexp.c)). It uses SHR3 as the RNG for uniform distribution. This is the code behind zignor.randn() and zignor.rnor() method, and it is the faster of the two.

We also included a zignor.rexp() for generation exponential distribution.

The other implementation is the VIZIGNOR implementation by Doornik, J.A. It improves the original method and uses MWC8222 RNG to enable the method to pass some more tests. This method can be called by zignor.zignor().

## References 1. G. Marsaglia and W.W. Tsang: The Ziggurat Method for Generating Random Variables. Journal of Statistical Software, vol. 5, no. 8, pp. 1–7, 2000. 2. Doornik, J.A. (2005), “An Improved Ziggurat Method to Generate Normal Random Samples”, mimeo, Nuffield College, University of Oxford.

Release History

Release History

0.1.8

This version

History Node

TODO: Figure out how to actually get changelog content.

Changelog content for this version goes here.

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0.1.7

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Download Files

Download Files

TODO: Brief introduction on what you do with files - including link to relevant help section.

File Name & Checksum SHA256 Checksum Help Version File Type Upload Date
zignor-0.1.8.zip (11.6 kB) Copy SHA256 Checksum SHA256 Source Apr 18, 2016

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