[SciPy-Dev] Review of PR 8293 - sampling of random variates

[rlucente at pipeline.com]

Are you referring to

 

http://statmath.wu-wien.ac.at/unuran/

 

Automatic Nonuniform Random Variate Generation

By Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger

 

 

From: SciPy-Dev <scipy-dev-bounces+rlucente=pipeline.com at python.org> On Behalf Of Neal Becker
Sent: Saturday, August 4, 2018 7:44 AM
To: SciPy Developers List <scipy-dev at python.org>
Subject: Re: [SciPy-Dev] Review of PR 8293 - sampling of random variates

 

Don't know about this particular code, but unuran is pretty comprehensive, and there's a good book from the author.

On Fri, Aug 3, 2018, 5:37 PM Phillip Feldman <phillip.m.feldman at gmail.com <mailto:phillip.m.feldman at gmail.com> > wrote:

The ability to sample random variates from a distribution where only the density is available seems quite useful.  Is there a reference that describes the method?

 

Phillip

 

On Thu, Aug 2, 2018 at 11:43 PM, Christoph Baumgarten <christoph.baumgarten at gmail.com <mailto:christoph.baumgarten at gmail.com> > wrote:

PR 8293 introduces a method to sample random variates for more complex distributions to scipy.stats (such as hyperbolic distributions and the generalized inverse gaussian (see PR 8681)). I think the PR is in good shape, it would be great if it could be merged soon since i could then continue to work on adding new distributions. The PR has been open for 7 months now. If someone could continue the review, that would bei great. Thanks!


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