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RNG, density, probability, survival and quantile functions for various distributions.

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PauloCampana/random_variable

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For over 30 probability distributions, this library provides:

  • Random variable generation
  • Density, probability, survival and quantile functions

Mathematical functions are tested for high precision and RNG tested to correctly fit the distribution

Installation

Builds static library with header file, optionally run tests

$ zig build -Doptimize=ReleaseFast
$ zig build test
$ zig build correctness -Doptimize=ReleaseFast

Importing Zig module

$ zig fetch --save git+https://github.com/PauloCampana/random_variable
// build.zig
const rv_dep = b.dependency("random_variable", .{
    .target = target,
    .optimize = optimize,
});
const rv_mod = rv_dep.module("random_variable");

exe.root_module.addImport("random_variable", rv_mod);
// main.zig
const rv = @import("random_variable");

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RNG, density, probability, survival and quantile functions for various distributions.

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