monte-carlo: A monad and transformer for Monte Carlo calculations.

[ bsd3, library, math ] [ Propose Tags ]

A monad and transformer for Monte Carlo calculations. The monads carry and provide access to a random number generator. Importantly, they only keep one copy of the generator state, and so are much more efficient than MonadRandom. Currently, only the generator that comes with the GNU Scientific Library (GSL) is supported.

Versions 0.1, 0.2, 0.3, 0.3.1, 0.4, 0.4.1, 0.4.2, 0.5, 0.6, 0.6.1, 0.6.2
Dependencies array, base, gsl-random (>=0.2.3), mtl, uvector [details]
License BSD-3-Clause
Author Patrick Perry
Maintainer Patrick Perry <patperry@stanford.edu>
Category Math
Home page http://github.com/patperry/monte-carlo
Uploaded by PatrickPerry at Thu Jan 1 00:47:31 UTC 2009
Distributions NixOS:0.6.2
Downloads 3505 total (26 in the last 30 days)
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Status Docs uploaded by user
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