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

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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.

Author
Dirk Eddelbuettel <edd@debian.org>
Date of publication
2015-07-26 09:11:22
Maintainer
Dirk Eddelbuettel <edd@debian.org>
License
GPL (>= 2)
Version
0.1.3

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Man pages

RcppZiggurat-package
Collection and comparison of different Ziggurat RNGs
ziggurat
Collection of Ziggurat Normal RNGs

Files in this package

RcppZiggurat
RcppZiggurat/inst
RcppZiggurat/inst/code
RcppZiggurat/inst/code/rnorrexp.c
RcppZiggurat/inst/NEWS.Rd
RcppZiggurat/inst/doc
RcppZiggurat/inst/doc/RcppZiggurat.bib
RcppZiggurat/inst/doc/RcppZiggurat.R
RcppZiggurat/inst/doc/RcppZiggurat.Rnw
RcppZiggurat/inst/doc/RcppZiggurat.pdf
RcppZiggurat/inst/include
RcppZiggurat/inst/include/Zigg.h
RcppZiggurat/inst/include/ZigguratR.h
RcppZiggurat/inst/include/ZigguratV1.h
RcppZiggurat/inst/include/ZigguratQL_R.h
RcppZiggurat/inst/include/ZigguratLZLLV.h
RcppZiggurat/inst/include/Ziggurat.h
RcppZiggurat/inst/include/ZigguratGretl.h
RcppZiggurat/inst/include/ZigguratMT.h
RcppZiggurat/inst/include/ZigguratV1b.h
RcppZiggurat/inst/include/ZigguratGSL.h
RcppZiggurat/inst/include/ZigguratQL.h
RcppZiggurat/inst/include/mt32wrapper.h
RcppZiggurat/tests
RcppZiggurat/tests/zigguratTest.R
RcppZiggurat/tests/zigguratTestAll.R
RcppZiggurat/tests/zigguratTestAll.Rout.save
RcppZiggurat/tests/zigguratTest.Rout.save
RcppZiggurat/src
RcppZiggurat/src/Makevars
RcppZiggurat/src/ziggurat.cpp
RcppZiggurat/src/Makevars.win
RcppZiggurat/src/RcppExports.cpp
RcppZiggurat/NAMESPACE
RcppZiggurat/demo
RcppZiggurat/demo/standardTest.R
RcppZiggurat/demo/chisqTest.R
RcppZiggurat/demo/normalTest.R
RcppZiggurat/demo/benchmark.R
RcppZiggurat/demo/00Index
RcppZiggurat/R
RcppZiggurat/R/standardTest.R
RcppZiggurat/R/chisqTest.R
RcppZiggurat/R/normalTest.R
RcppZiggurat/R/RcppExports.R
RcppZiggurat/R/plotTest.R
RcppZiggurat/vignettes
RcppZiggurat/vignettes/RcppZiggurat.bib
RcppZiggurat/vignettes/RcppZiggurat.RData
RcppZiggurat/vignettes/RcppZiggurat.Rnw
RcppZiggurat/README.md
RcppZiggurat/MD5
RcppZiggurat/build
RcppZiggurat/build/vignette.rds
RcppZiggurat/DESCRIPTION
RcppZiggurat/ChangeLog
RcppZiggurat/man
RcppZiggurat/man/ziggurat.Rd
RcppZiggurat/man/RcppZiggurat-package.Rd
RcppZiggurat/cleanup