randvariate

This code implements the H2PEC algorithm in rust. It is based on the following work:

VORATAS KACHITVICHYANUKUL AND BRUCE SCHMEISER
"COMPUTER GENERATION OF HYPERGEOMETRIC RANDOM VARIATES,"
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,
22(1985), 2, 1985, 127-145.

usage

extern crate dist_variate;
extern crate rand;

use dist_variate::hgd::h2pec;


let mut rng = rand::thread_rng();
let jx = h2pec(100, 10000, 20000, &rng);

// jx will be the number of white balls drawn