rpgm: Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations / Poisson Processes
Version 1.1.1

Fast simulation of some random variables than the usual native functions, including rnorm() and rexp(), using Ziggurat method, reference: MARSAGLIA, George, TSANG, Wai Wan, and al. (2000) , and fast simulation of stochastic differential equations / Poisson processes.

Package details

AuthorNicolas Baradel
Date of publication2017-11-14 14:44:20 UTC
MaintainerNicolas Baradel - PGM Solutions <[email protected]>
URL https://pgm-solutions.com/packages
Package repositoryView on CRAN
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rpgm documentation built on Nov. 17, 2017, 6:59 a.m.