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

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.

Package details

AuthorNicolas Baradel
MaintainerNicolas Baradel - PGM Solutions <nicolas.baradel@pgm-solutions.com>
URL https://pgm-solutions.com/packages
Package repositoryView on CRAN
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rpgm documentation built on March 18, 2018, 2:24 p.m.