2026-1-6
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**This software is dual-licensed under the The University of Illinois/NCSA
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Open Source License (NCSA) and The 3-Clause BSD License**
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# NCSA Open Source License
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**Copyright (c) 2019 Kevin Sheppard. All rights reserved.**
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Developed by: Kevin Sheppard (<kevin.sheppard@economics.ox.ac.uk>,
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<kevin.k.sheppard@gmail.com>)
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[http://www.kevinsheppard.com](http://www.kevinsheppard.com)
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Permission is hereby granted, free of charge, to any person obtaining a copy of
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this software and associated documentation files (the "Software"), to deal with
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the Software without restriction, including without limitation the rights to
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use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies
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of the Software, and to permit persons to whom the Software is furnished to do
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so, subject to the following conditions:
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Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimers.
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Redistributions in binary form must reproduce the above copyright notice, this
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list of conditions and the following disclaimers in the documentation and/or
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other materials provided with the distribution.
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Neither the names of Kevin Sheppard, nor the names of any contributors may be
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used to endorse or promote products derived from this Software without specific
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prior written permission.
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**THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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CONTRIBUTORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS WITH
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THE SOFTWARE.**
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# 3-Clause BSD License
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**Copyright (c) 2019 Kevin Sheppard. All rights reserved.**
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions are met:
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1. Redistributions of source code must retain the above copyright notice,
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this list of conditions and the following disclaimer.
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2. Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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3. Neither the name of the copyright holder nor the names of its contributors
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may be used to endorse or promote products derived from this software
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without specific prior written permission.
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**THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
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LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF
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THE POSSIBILITY OF SUCH DAMAGE.**
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# Components
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Many parts of this module have been derived from original sources,
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often the algorithm's designer. Component licenses are located with
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the component code.
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## NumPy
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Copyright (c) 2005-2017, NumPy Developers.
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions are
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met:
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* Redistributions of source code must retain the above copyright
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notice, this list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above
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copyright notice, this list of conditions and the following
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disclaimer in the documentation and/or other materials provided
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with the distribution.
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* Neither the name of the NumPy Developers nor the names of any
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contributors may be used to endorse or promote products derived
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from this software without specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
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SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
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LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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## Julia
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The ziggurat methods were derived from Julia.
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Copyright (c) 2009-2019: Jeff Bezanson, Stefan Karpinski, Viral B. Shah,
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and other contributors:
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https://github.com/JuliaLang/julia/contributors
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Permission is hereby granted, free of charge, to any person obtaining
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a copy of this software and associated documentation files (the
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"Software"), to deal in the Software without restriction, including
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without limitation the rights to use, copy, modify, merge, publish,
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distribute, sublicense, and/or sell copies of the Software, and to
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permit persons to whom the Software is furnished to do so, subject to
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the following conditions:
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The above copyright notice and this permission notice shall be
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included in all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND,
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EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND
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NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE
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LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
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OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION
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WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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# MT19937
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Copyright (c) 2003-2005, Jean-Sebastien Roy (js@jeannot.org)
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The rk_random and rk_seed functions algorithms and the original design of
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the Mersenne Twister RNG:
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Copyright (C) 1997 - 2002, Makoto Matsumoto and Takuji Nishimura,
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions
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are met:
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1. Redistributions of source code must retain the above copyright
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notice, this list of conditions and the following disclaimer.
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2. Redistributions in binary form must reproduce the above copyright
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notice, this list of conditions and the following disclaimer in the
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documentation and/or other materials provided with the distribution.
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3. The names of its contributors may not be used to endorse or promote
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products derived from this software without specific prior written
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permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
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OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
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EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
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PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
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PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
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LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
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NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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Original algorithm for the implementation of rk_interval function from
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Richard J. Wagner's implementation of the Mersenne Twister RNG, optimised by
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Magnus Jonsson.
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Constants used in the rk_double implementation by Isaku Wada.
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Permission is hereby granted, free of charge, to any person obtaining a
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copy of this software and associated documentation files (the
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"Software"), to deal in the Software without restriction, including
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without limitation the rights to use, copy, modify, merge, publish,
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distribute, sublicense, and/or sell copies of the Software, and to
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permit persons to whom the Software is furnished to do so, subject to
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the following conditions:
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The above copyright notice and this permission notice shall be included
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in all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS
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OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF
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MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.
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IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY
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CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT,
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TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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@@ -0,0 +1,22 @@
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# PCG64
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## The MIT License
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PCG Random Number Generation for C.
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Copyright 2014 Melissa O'Neill <oneill@pcg-random.org>
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Permission is hereby granted, free of charge, to any person obtaining
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a copy of this software and associated documentation files (the "Software"),
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to deal in the Software without restriction, including without limitation
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the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
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FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
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COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
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IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
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CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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@@ -0,0 +1,31 @@
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# PHILOX
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Copyright 2010-2012, D. E. Shaw Research.
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions are
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met:
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* Redistributions of source code must retain the above copyright
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notice, this list of conditions, and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright
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notice, this list of conditions, and the following disclaimer in the
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documentation and/or other materials provided with the distribution.
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* Neither the name of D. E. Shaw Research nor the names of its
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contributors may be used to endorse or promote products derived from
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this software without specific prior written permission.
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||||
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
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"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
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LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
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A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
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||||
OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
|
||||
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
|
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LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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@@ -0,0 +1,27 @@
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# SFC64
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## The MIT License
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Adapted from a C++ implementation of Chris Doty-Humphrey's SFC PRNG.
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https://gist.github.com/imneme/f1f7821f07cf76504a97f6537c818083
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Copyright (c) 2018 Melissa E. O'Neill
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Permission is hereby granted, free of charge, to any person obtaining a
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copy of this software and associated documentation files (the "Software"),
|
||||
to deal in the Software without restriction, including without limitation
|
||||
the rights to use, copy, modify, merge, publish, distribute, sublicense,
|
||||
and/or sell copies of the Software, and to permit persons to whom the
|
||||
Software is furnished to do so, subject to the following conditions:
|
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|
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The above copyright notice and this permission notice shall be included in
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all copies or substantial portions of the Software.
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||||
|
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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||||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING
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FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
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DEALINGS IN THE SOFTWARE.
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# SPLITMIX64
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Written in 2015 by Sebastiano Vigna (vigna@acm.org)
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To the extent possible under law, the author has dedicated all copyright
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and related and neighboring rights to this software to the public domain
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worldwide. This software is distributed without any warranty.
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See <http://creativecommons.org/publicdomain/zero/1.0/>.
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