randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and RNG Tests

Provides (1) pseudo random generators - general linear congruential generators, multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generators); (2) quasi random generators - the Torus algorithm, the Sobol sequence, the Halton sequence (including the Van der Corput sequence) and (3) some RNG tests - the gap test, the serial test, the poker test. The package depends on rngWELL package but it can be provided without this dependency on demand to the maintainer. For true random number generation, use the 'random' package, for Latin Hypercube Sampling (a hybrid QMC method), use the 'lhs' package. A number of RNGs and tests for RNGs are also provided by 'RDieHarder', all available on CRAN. There is also a small stand-alone package 'rngwell19937' for the WELL19937a RNG.

Install the latest version of this package by entering the following in R:
install.packages("randtoolbox")
AuthorR port by Yohan Chalabi, Christophe Dutang, Petr Savicky and Diethelm Wuertz with underlying C codes of (i) the SFMT algorithm from M. Matsumoto and M. Saito, (ii) the Knuth-TAOCP RNG from D. Knuth.
Date of publication2015-07-30 12:48:53
MaintainerChristophe Dutang <christophe.dutang@ensimag.fr>
LicenseBSD_3_clause + file LICENSE
Version1.17

View on CRAN

Files

inst
inst/CITATION
inst/NEWS
inst/doc
inst/doc/shortintro.R
inst/doc/shortintro.pdf
inst/doc/fullpres.R
inst/doc/fullpres.Rnw
inst/doc/shortintro.Rnw
inst/doc/fullpres.pdf
configure.ac
tests
tests/testTorus.R tests/testHalton.R tests/testenvir.R tests/testWELL.R tests/test-sobol-scram.R
src
src/SFMT-sse2-607-13.h
src/locale.h
src/randtoolbox.h
src/SFMT-sse2-607-30.h
src/Makevars
src/SFMT-sse2-86243-1.h
src/primes.h
src/SFMT-sse2-132049-1.h
src/SFMT-sse2-607-16.h
src/SFMT-sse2-607-10.h
src/SFMT-sse2-607-27.h
src/randtoolbox.c
src/SFMT-sse2-44497-1.h
src/SFMT-sse2-607-2.h
src/SFMT-sse2-607-6.h
src/SFMT-sse2-607-18.h
src/SFMT-sse2-607-32.h
src/config.h.win
src/SFMT-sse2-11213-1.h
src/SFMT-sse2-1279-1.h
src/wellrng.h
src/config.h.in
src/SFMT-sse2-607-21.h
src/SFMT-sse2-607-1.h
src/SFMT-sse2-607-29.h
src/SFMT-sse2-607-9.h
src/SFMT-sse2-4253-1.h
src/SFMT.c
src/SFMT-sse2-607-23.h
src/SFMT-sse2-607-31.h
src/SFMT-sse2-607-15.h
src/runifInterface.h
src/testrng.h
src/config.h
src/SFMT-sse2-607-11.h
src/SFMT-sse2-216091-1.h
src/LowDiscrepancy.f
src/SFMT-sse2-607-22.h
src/SFMT-sse2-607-17.h
src/SFMT-sse2-607-20.h
src/knuthTAOCP2002.c
src/SFMT-sse2-607-7.h
src/SFMT-sse2-607-5.h
src/SFMT-sse2-19937-1.h
src/mt19937ar.c
src/SFMT-sse2-607-12.h
src/SFMT-sse2-607-26.h
src/SFMT-sse2-2281-1.h
src/runifInterface.c
src/SFMT-sse2-607-25.h
src/SFMT-sse2-607-3.h
src/SFMT-sse2-607-14.h
src/SFMT-sse2-607-4.h
src/SFMT-sse2-607-8.h
src/congruRand.h
src/SFMT.h
src/testrng.c
src/init.c
src/knuthTAOCP2002.h
src/SFMT-sse2-607-24.h
src/congruRand.c
src/SFMT-alti.h
src/SFMT-sse2-607-28.h
src/SFMT-sse2-607-19.h
src/SFMT-sse2.h
src/version.c
NAMESPACE
R
R/version.R R/runifInterface.R R/randtoolboxEnv.R R/pseudoRNG.R R/trueRNG.R R/rngWELLScriptR.R R/quasiRNG.R R/zzz.R R/testRNG.R R/qmc.R
vignettes
vignettes/DOC1e5.pdf
vignettes/randtoolbox.bib
vignettes/vanilla.pdf
vignettes/fullpres.Rnw
vignettes/shortintro.Rnw
MD5
build
build/vignette.rds
DESCRIPTION
configure
man
man/get.primes.Rd man/pseudoRNG.Rd man/quasiRNG.Rd man/colltest.Rd man/pokertest.Rd man/auxfun.Rd man/getWELLState.Rd man/runifInterface.Rd man/overall-doc.Rd man/gaptest.Rd man/ordertest.Rd man/freqtest.Rd man/rngWELLScriptR.Rd man/serialtest.Rd man/colltestsparse.Rd
configure.win
cleanup
tools
tools/ax_ext.m4
LICENSE

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