System.Random.MWC.Distributions.Monad

Monadic wrapper for various distributions generators.

Documentation

normal

Arguments

:: MonadPrim m

=> Double

Mean

-> Double

Standard deviation

-> Rand m Double

Normally distributed variable

standard :: MonadPrim m => Rand m Double

Normally distributed variables with mean 0 and 1 standard deviation

exponential

Arguments

:: MonadPrim m

=> Double

Scale parameter

-> Rand m Double

Generate exponentially distributed random variate.

truncatedExp

Arguments

:: MonadPrim m

=> Double

Scale parameter

-> (Double, Double)

Range to which distribution is truncated. Values may be negative.

-> Rand m Double

Generate truncated exponentially distributed random variate.

gamma

Arguments

:: MonadPrim m

=> Double

Shape parameter

-> Double

Scale parameter

-> Rand m Double

Random variate generator for gamma distribution.

chiSquare

Arguments

:: MonadPrim m

=> Int

Number of degrees of freedom

-> Rand m Double

Random variate generator for chi square distribution.

geometric0

Arguments

:: MonadPrim m

=> Double

p success probability lies in (0,1]

-> Rand m Int

Random variate generator for the geometric distribution, computing the number of failures before success. Distribution's support is [0..].

geometric1

Arguments

:: MonadPrim m

=> Double

p success probability lies in (0,1]

-> Rand m Int

Random variate generator for geometric distribution for number of trials. Distribution's support is [1..] (i.e. just geometric0 shifted by 1).