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) <doi:10.18637/jss.v005.i08>, and fast simulation of stochastic differential equations / Poisson processes.
|Maintainer||Nicolas Baradel - PGM Solutions <[email protected]>|
|Package repository||View on CRAN|
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