I have used COLT before with great results. I highly recommend checking it
out.

On Sat, Jul 4, 2009 at 4:50 PM, John McManus <[log in to unmask]>wrote:

> At least a few years ago, RePast used to include the Colt package, which
> includes routines from CERN, Cornell and maybe others. I still use this for
> statistical distributions, especially when I want to generate random numbers
> from a given distribution (http://acs.lbl.gov/~hoschek/colt/<http://acs.lbl.gov/%7Ehoschek/colt/>
> ).
>
> Colt and others are listed at (http://math.nist.gov/javanumerics/).
>
> John
>
>
>
> -----Original Message-----
> From: MASON Multiagent Simulation Toolkit [mailto:
> [log in to unmask]] On Behalf Of Sean Luke
> Sent: Saturday, July 04, 2009 10:08 AM
> To: [log in to unmask]
> Subject: Re: probability distributions
>
> t.n.a. wrote:
>
> > I'm not sure how I would go about transforming uniform distribution
> > random numbers to a specific distribution...I could do it for simple,
> > streight-lined artificial distributions, but for distributions like
> > gamma, it'd turn into a project of it's own...
>
> Actually, it's not nearly as hard as it sounds -- it depends on the
> distribution though.  There are a lot of standard algorithms (Knuth
> might be good to check out).
>
> CERN's numerics library, which I think Repast is using, has got some
> transformations in it.  We could start there.
>
> > Thinking about it, it seems to me that it would be good enough to
> > track down one or two good libraries supporting a wide variety of
> > probability distributions and do the following:
> > - package them together with mason if the licences are compatible and/or
> > - update the mason documentation so that it links heavily to the
> > selected libraries and explains how to use them
>
> The primary issue license wise is: we're hesitant to include LGPL
> because it has some serious compatibility problems with Java and
> BSD-style licenses (like our own).  GPL is out entirely.  So if we can
> find a BSD-style it'd be best.  Else we could just roll our own.  For
> example, I might just implement some algorithms directly in
> MersenneTwisterFast, which would be the most convenient scenario probably.
>
> Let me know shat you find.
>
> Sean
>