Updated 8 months ago
zigguratgaussian
Fast Gaussian distributed pseudorandom number generation in Java via the Ziggurat algorithm
Updated 8 months ago
LambertW
LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data
Updated 8 months ago
https://github.com/cossio/truncatednormal.jl
Compute mean and variance of the univariate truncated normal distribution (works far from the peak).