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
For projects using this package, please cite the ACM TOMS paper.
Dr Oliver Sheridan-Methven
[email protected]
The full documentation can be found here: Documentation.