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Package net.finmath.randomnumbers

Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions.

See: Description

Package net.finmath.randomnumbers Description

Random number generators for samples of uniform distributed random variables and generators and transformation for other distriburtions. Classes in this package provide wrappers for random number generators from thirs party libraries (e.g. Mersenne-Twister from commons-math), native implementation of quasi random number gerantors (e.g. Halton sequence) and algorithm to sample other distributions (like the Acceptance-Rejection method).
Author:
Christian Fries
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.