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.
This software is also peer reviewed by journal TOMS.
Keywords for this software
References in zbMATH (referenced in 4 articles , 1 standard article )
Showing results 1 to 4 of 4.
Sorted by year (- León-González, Roberto: Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility (2019)
- Yum, Dae Hyun; Lee, Pil Joong: On the average cost of order-preserving encryption based on hypergeometric distribution (2011)
- Boldyreva, Alexandra; Chenette, Nathan; Lee, Younho; O’Neill, Adam: Order-preserving symmetric encryption (2009)
- Kachitvichyanukul, Voratas; Schmeiser, Bruce W.: H2PEC: Sampling from the hypergeometric distribution (1988)