[Haskell-cafe] ANN: gsl-random 0.1 and monte-carlo-0.1

Patrick Perry patperry at stanford.edu
Thu Aug 28 07:24:21 EDT 2008


Hi everyone,

I've started on bindings for the random number generators and random  
distributions provided by the gsl.  The package is available here:
http://hackage.haskell.org/cgi-bin/hackage-scripts/package/gsl-random

I've also written a monad and transformer for doing monte carlo  
computations that uses gsl-random internally.  Here is that package:
http://hackage.haskell.org/cgi-bin/hackage-scripts/package/monte-carlo

For a quick tutorial in the latter package, see my blog:
http://quantile95.com/2008/08/27/a-monte-carlo-monad-for-haskell/

There is also a more complicated example in the "examples" directory.   
Currently, only normal, uniform, and poisson random variables are  
supported.  I have no plans to add anything else unless I need it, but  
I will happily accept patches if someone else is willing to do the work.

One thing you may need to watch out for is that gsl-random needs to  
link with cblas.  If your cblas is not called "cblas", you may have to  
edit "gsl-random.cabal" to get things to work correctly.  To use the  
cblas that comes with the gsl, change "cblas" to "gslcblas".  To use  
ATLAS, change "cblas" to "cblas atlas".


Patrick



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