How to get statistical distributions out of C++ Code?

Question

I want some help in programming a random generator for different types of distribution using C++ language. for the following:

• Geometric distribution
• Hypergeometric distribution
• Weibull distribution
• Rayleigh distribution
• Erlang distribution
• Gamma distribution
• Poisson distribution

Thanks.

Answer 1

Boost Math Library contains all of that you need.

Answer 2

if you want to avoid the big size of boost, you can try AlgLib www.alglib.net

Answer 3

The Boost Random Number library is very good. There's a simple example of how its distributions work at http://stackoverflow.com/questions/2254909/boost-random-number-generator.

Answer 4

See Random Number Generation in C++ TR1.

You may not see Erlang in the C++ TR1 documentation, but an Erlang distribution is just a Gamma distribution with an integer shape parameter.