What's the easiest way to generate random values according to a bimodal distribution in C or Python?
I could implement something like the Ziggurat algorithm or a Box-Muller transform, but if there's a ready-to-use library, or a simpler algorithm I don't know about, that'd be better.
Aren't you just picking values either of two modal distributions?
http://docs.python.org/library/random.html#random.triangular
Sounds like you just toggle back and forth between two sets of parameters for your call to triangular.
def bimodal( low1, high1, mode1, low2, high2, mode2 ):
toss = random.choice( (1, 2) )
if toss == 1:
return random.triangular( low1, high1, mode1 )
else:
return random.triangular( low2, high2, mode2 )
This may do everything you need.
There's always the old-fashioned straight-forward accept-reject algorithm. If it was good enough for Johnny von Neumann it should be good enough for you ;-).
