FsRandom

FsRandom is a purely-functional random number generator framework designed for F# language. It helps you to obtain a variety of random numbers to use more than ten predefined generators, and to define a new function to generate random numbers you want.

How to Install

Install from NuGet

PM> Install-Package FsRandom

Build from source code

> fsi tools\build.fsx --debug

Short Example

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open FsRandom

// Random state
let state = createState xorshift (123456789u, 362436069u, 521288629u, 88675123u)

// Random point generator
let randomPointGenerator = random {
   let! x = ``[0, 1)``  // generates a random number between 0 and 1
   let! y = Statistics.normal (0.0, 1.0)  // generates a normal random number
   return (x, y)
}

// Get a random point
let randomPoint = Random.get randomPointGenerator state
printf "(x, y) = (%f, %f)" <|| randomPoint

The script yields:

(x, y) = (0.106706, -1.561583)

Features

Random Functions

FsRandom provides a variety of random number generator functions:

• RandomNumberGenerator module provides standard random number generators: ``(0, 1)``, ``[0, 1)``, ``(0, 1]``, and ``[0, 1]``.
• Random module manipulates random numbers.
• Statistics module provides a variety of statistical distributions such like uniform, normal and gamma.
• Seq module provides functions for generating random number sequences.
• Array module and Array2D module provide functions for array operations like createRandom, sample, sampleWithReplacement, and shuffle.
• List module provides functions for generating random lists.
• String module provides functions for generating random strings.
• Utility module provides utility functions.

Pseudo-Random Number Generators

You can choose an algorithm of pseudo-random numbger generator:

• xorshift implements Xorshift algorithm.
• systemrandom leverages System.Random and its subclasses as a random number generators. This PRNG is not purely functional because the state of the PRNG is controled in the classes.
• mersenne in MersenneTwister module implements 64-bit version of Mersenne Twister algorithm.
• sfmt in SimdOrientedFastMersenneTwister module implements SFMT algorithm.

• FsRandom
• Home page
• Get Library via NuGet
• Source Code on GitHub
• License (BSD 3-clause)
• Change Log
• Documentation
• First random number
• Transforming random numbers
• Random Number Sequence
• Generator function
• Pseudo-random number generator
• API Reference
• Using From C#
• Numerical Examples
• Estimating pi
• Gibbs sampler
• Hamiltonian Monte Carlo
• Approximate Bayesian Computation