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

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.

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

View on CRAN

Functions

RcppZiggurat Man page
RcppZiggurat-package Man page
zgetseed Man page
zgetseedV1 Man page
ziggbin Man page
ziggsum Man page
ziggtest Man page
zrnorm Man page
zrnormGl Man page
zrnormGSL Man page
zrnormLZLLV Man page
zrnormMT Man page
zrnormQL Man page
zrnormR Man page
zrnormStl Man page
zrnormStlV1 Man page
zrnormV1 Man page
zrnormV1b Man page
zrnormVec Man page
zrnormVecV1 Man page
zsetseed Man page
zsetseedGl Man page
zsetseedGSL Man page
zsetseedLZLLV Man page
zsetseedMT Man page
zsetseedQL Man page
zsetseedV1 Man page
zsetseedV1b Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.