Random Number Generators (scipy.stats.sampling) — SciPy v1.15.2 Manual (original) (raw)
This module contains a collection of random number generators to sample from univariate continuous and discrete distributions. It uses the implementation of a C library called “UNU.RAN”. The only exception is RatioUniforms, which is a pure Python implementation of the Ratio-of-Uniforms method.
Generators Wrapped#
For continuous distributions#
| NumericalInverseHermite(dist, *[, domain, ...]) | Hermite interpolation based INVersion of CDF (HINV). |
|---|---|
| NumericalInversePolynomial(dist, *[, mode, ...]) | Polynomial interpolation based INVersion of CDF (PINV). |
| TransformedDensityRejection(dist, *[, mode, ...]) | Transformed Density Rejection (TDR) Method. |
| SimpleRatioUniforms(dist, *[, mode, ...]) | Simple Ratio-of-Uniforms (SROU) Method. |
| RatioUniforms(pdf, *, umax, vmin, vmax[, c, ...]) | Generate random samples from a probability density function using the ratio-of-uniforms method. |
For discrete distributions#
Warnings / Errors used in scipy.stats.sampling#
| UNURANError | Raised when an error occurs in the UNU.RAN library. |
|---|
Generators for pre-defined distributions#
To easily apply the above methods for some of the continuous distributions in scipy.stats, the following functionality can be used: