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.
|Author||Dirk Eddelbuettel <[email protected]>|
|Maintainer||Dirk Eddelbuettel <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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