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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 |
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Author | Dirk Eddelbuettel |
Maintainer | Dirk Eddelbuettel <edd@debian.org> |
License | GPL (>= 2) |
Version | 0.1.6 |
Package repository | View on CRAN |
Installation |
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