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

The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>) has been improved upon a few times starting with Leong et al (2005, <doi:10.18637/jss.v012.i07>). This package provides an aggregation in order to compare different implementations in order to provide an 'faster but good enough' alternative for use with R and C++ code.

Package details

AuthorDirk Eddelbuettel <[email protected]>
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RcppZiggurat documentation built on June 10, 2018, 5:05 p.m.