RcppZiggurat: 'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations
Version 0.1.3

The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (JSS, 2000), has been improved upon a few times starting with Leong et al (JSS, 2005). This package provides an aggregation in order to compare different implementations. The goal is to provide an 'faster but good enough' alternative for use with R and C++ code. . The package is still in an early state. Unless you know what you are doing, sticking with the generators provided by R may be a good idea as these have been extremely diligently tested.

Package details

AuthorDirk Eddelbuettel <edd@debian.org>
Date of publication2015-07-26 09:11:22
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.1.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RcppZiggurat")

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RcppZiggurat documentation built on May 29, 2017, 1 p.m.