Random number generation in C++

C++ TR1 has code for generating random samples from normal, exponential, gamma, and Poisson distributions directly. Random number generation using C++ TR1 explains how to use this built-in functionality and now to bootstrap the built-in functions to generate samples from Cauchy, Student-t, Snedecor-F, and Weibull distributions.

However, if for some reason you cannot use TR1 and need stand-alone random number generation code in C++, you may use the class SimpleRNG. The source files are here: SimpleRNG.h, SimpleRNG.cpp.

The C++ implementation of SimpleRNG is based on the C# class by the same name explained in the article Simple Random Number Generation.

SimpleRNG can be used to generate random unsigned integers and double values with several statistical distributions:

  • Beta
  • Cauchy
  • Chi square
  • Exponential
  • Gamma
  • Inverse gamma
  • Laplace (double exponential)
  • Log normal
  • Normal
  • Student t
  • Uniform
  • Weibull
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