Fast, high quality pseudo random number generation
Description
A library for generating high quality random numbers that follow
either a uniform or normal distribution. The generated numbers are
suitable for use in statistical applications.
The uniform PRNG uses Marsaglia's MWC256 (also known as MWC8222)
multiply-with-carry generator, which has a period of 2^8222 and fares well in
tests of randomness. It is also extremely fast, between 2 and 3 times faster
than the Mersenne Twister.
Compared to the mersenne-random package, this package has a more
convenient API, is faster, and supports more statistical distributions.