# R/normalTest.R In RcppZiggurat: 'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations

#### Defines functions normalTest

```## This modifies the approach in (R)DieHarder which does
##   take N draws from a U(0,1)
##   repeat M times
##   and for large enough N, then the sum of all N draws goes to
##       mean   --> N/2
##       stddev --> sqrt(N/12)
##   which is known as the Irwin-Hall distribution
##   then for each of these M values use the inverse of normal to obtain a p-value
##   that p value should be uniformly distributed across these M draws
##   so use Kuiper's K/S test variant to test for uniform U(0,1)
##
## Here we don't need Irwin-Hall: the sum of N vars drawn as N(0,1) will be N(0,sqrt(N))
## So we compute a p value from that and assemple M such p values

normalTest <- function(N=1e5,      	# individual draws
M=1e2,  		# repeats
seed=123456789,
generators=c("Ziggurat", "MT", "LZLLV",
"GSL", "QL", "Gretl"),
showplot=interactive()) {

res <- mclapply(generators, FUN=function(g, seed) {
res <- ziggsum(M, N, g, seed)
v <- pnorm(res, sd=sqrt(N))
}, seed, mc.cores=getOption("mc.cores", 2L))

names(res) <- generators
res <- as.data.frame(res)

attr(res, "testtype")  <- "Normal"
attr(res, "draws")     <- N
attr(res, "repeats")   <- M
attr(res, "seed")      <- seed
attr(res, "created")   <- format(Sys.time())
attr(res, "version")   <- packageVersion("RcppZiggurat")

if (showplot) {
plotAll(res)
}

invisible(res)
}
```

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RcppZiggurat documentation built on Oct. 23, 2020, 8:09 p.m.