H2PEC

H2PEC is a FORTRAN subroutine that generates observations from the hypergeometric distribution. The overall algorithm framework is acceptance/rejection and is implemented via composition. Three subdensities are used, one is uniform and the other two are exponential. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.

Keywords for this software

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References in zbMATH (referenced in 4 articles , 1 standard article )

Showing results 1 to 4 of 4.
Sorted by year (citations)

  1. León-González, Roberto: Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (2019)
  2. Yum, Dae Hyun; Lee, Pil Joong: On the average cost of order-preserving encryption based on hypergeometric distribution (2011)
  3. Boldyreva, Alexandra; Chenette, Nathan; Lee, Younho; O’Neill, Adam: Order-preserving symmetric encryption (2009)
  4. Kachitvichyanukul, Voratas; Schmeiser, Bruce W.: H2PEC: Sampling from the hypergeometric distribution (1988)