Stephen Walton wrote:
An application question for a change: I need to produce pseudorandom numbers drawn from a lognormal distribution (see http://www.itl.nist.gov/div898/handbook/eda/section3/eda3669.htm). Does anyone have existing code for this in Numeric or numarray?
It is interesting to me to see this question. If I understand you correctly, I can say that Speakeasy has what you want. Actually, Speakeasy can produce random numbers from any user-defined distribution, even one that is not analytical. A colleague of mine once (in the early '90s) used that capability in modeling nuclear scintillation detectors. He took a *measured* pulse height distribution from a PMT and used it to generate random numbers that he input into a model of a scintillation crystal. His "Monte Carlo" simulation was 13 lines long. I was intrigued by the usefulness of this feature, so I always have my eye open to see if any other software package has that capability. I haven't searched exhaustively, but I haven't seen it in Matlab (or octave or scilab) or Mathematica or Mathcad. Or any of the usual python packages. Speakeasy (http://www.speakeasy.com) is a lot like Matlab. I once spoke to the guy who runs Speakeasy, and the story he told me was that Speakeasy and Matlab were once one and the same, but split over a disagreement on approach: one faction wanted to enhance flexibility and functionality by building .m files on a core of fortran routines, while the other faction wanted to optimize speed and performance by building lots of fortran components. The former became Matlab, the latter Speakeasy. I have no idea if this story is true. Clearly the marketing people went with Matlab. I just check their web site, and they are still around. They had a following in financial circles and it looks like they are focused there now. -gary