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Re: randn benchmarks


From: Paul Kienzle
Subject: Re: randn benchmarks
Date: Fri, 23 Jan 2004 07:14:23 -0500

Yeah, I saw it there, but I didn't see any indication of a
license in the ziggurat code when I looked.   This is a
user contribution rather than a  base package, so it
hasn't necessarily gone through the same scrutiny as
others.  That said, I didn't ask the package author if he
obtained permission before using it.

The license on the jstatsoft page says that the paper
is freely distributed.  It does not say that it is freely
redistributable.

It is probably okay for us to use it, but I prefer to get
permission first.

Paul Kienzle
address@hidden

BTW, do we want to support multiple underlying
generators?  Or are we happy with just the Mersenne
Twister?

On Jan 22, 2004, at 7:23 PM, David Bateman wrote:

The fact is that R has already implemented ziggurat in its SuppDists package,

Though a better URL seems to be

http://www.stat.ucl.ac.be/ISdidactique/Rhelp/library/SuppDists/html/ ziggurat.html

Note its under a GPL license, and it is based on the article you quote. So I really don't see that there is a problem with us using this code. I attach
an example implementation, which is faster than matlabs randn :-)

Cheers
David

--
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