The random-fu package
Random number generation based on modeling random variables in two complementary ways: first, by the parameters of standard mathematical distributions and, second, by an abstract type (RVar) which can be composed and manipulated monadically and sampled in either monadic or "pure" styles. The primary purpose of this library is to support defining and sampling a wide variety of high quality random variables. Quality is prioritized over speed, but performance is an important goal too. In my testing, I have found it capable of speed comparable to other Haskell libraries, but still a fair bit slower than straight C implementations of the same algorithms. Warning to anyone upgrading from "< 0.1": Discrete has been renamed Categorical, the entropy source classes have been redesigned, and many things are no longer exported from the root module Data.Random (In particular, DevRandom - this is not available on windows, so it will likely move to its own package eventually so that client code dependencies on it will be made explicit). Support for base packages earlier than version 4 (and thus GHC releases earlier than 6.10) has been dropped, as too many of this package's dependencies do not support older versions. The Data.Random module itself should now have a relatively stable interface, but the other modules are still subject to change. Specifically, I am considering hiding data constructors for most or all of the distributions.
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