RcppZiggurat: 'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations
Version 0.1.4

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.

Package details

AuthorDirk Eddelbuettel <[email protected]>
Date of publication2017-09-27 19:38:37 UTC
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RcppZiggurat documentation built on Sept. 28, 2017, 1:02 a.m.