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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.
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Package details |
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| Author | Nicolas Baradel |
| Maintainer | Nicolas Baradel - PGM Solutions <nicolas.baradel@pgm-solutions.com> |
| License | GPL-3 |
| Version | 1.1.2 |
| URL | https://pgm-solutions.com/packages |
| Package repository | View on CRAN |
| Installation |
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