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Set of C++11 header files providing support for---mainly probabilistic and statistical---mathematical tasks, such as pseudorandom number generation.

Currently contains the following sections:

**algebra**Some generic math that might or might not be useful at times.**numerics**Provides sse/avx implementation for matrices and simple mathematical operations, such as addition / multiplication.**probability**Contains some basic distribution types; as opposed to standard c++, the intention is to provide a framework for working with mathematical/statistical properties of said distributions; (pseudo-) random number generation is dealt with in the next section (*random*).**random**(*depends on probability*) Provides sampling methods from some probability distributions. It features an implementation of ziggurat method (see*Marsaglia and Tsang [undated]*and*Doornik [1997]*) for generating normal and exponential random variables, offering a significant speed-up compared to the default c++ implementation.

Last edited Jul 25, 2015 at 1:10 PM by Gregory, version 7