/pyarv

Python bindings of approximate random variables

Primary LanguagePythonMIT LicenseMIT

PyARV

Python wrapper of a C implementation of approximate random variables as detailed in:

Michael B. Giles and Oliver Sheridan-Methven. Approximating inverse cumulative distribution functions to produce approximate random variables. ACM Transactions on Mathematical Software, 49(3), Article 26, September 2023, 29 pages. https://doi.org/10.1145/3604935

For projects using this package, please cite the ACM TOMS paper.

Authors

Dr Oliver Sheridan-Methven
oliver.sheridan-methven@hotmail.co.uk

Documentation

The full documentation can be found here: Documentation.