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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