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https://github.com/oliversheridanmethven/pyarv

Python bindings of approximate random variables
https://github.com/oliversheridanmethven/pyarv

approximation c high-performance-computing monte-carlo numerical-analysis numerical-methods python random-number-generators

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Python bindings of approximate random variables

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# PyARV

Python wrapper of a C implementation of
approximate random variables as detailed in:

>Michael B. Giles and Oliver Sheridan-Methven.
> _Approximating
inverse cumulative distribution functions to produce
approximate random variables._
> ACM Transactions
on Mathematical Software, 49(3), Article 26, September 2023, 29 pages.
> [https://doi.org/10.1145/3604935](https://doi.org/10.1145/3604935)

For projects using this package, please cite the ACM TOMS paper.

## Authors

Dr Oliver Sheridan-Methven
[oliver.sheridan-methven@hotmail.co.uk](mailto:oliver.sheridan-methven@hotmail.co.uk)

## Documentation

The full documentation can be found here: [Documentation](https://oliversheridanmethven.github.io/pyarv/).