rpgm-package: rpgm

Description Details Author(s) References Examples

Description

Fast Simulation of Normal Random Variables

Details

Ziggurat method in order to simulate normal random variables approximately four times faster than the usual rnorm(), reference : MARSAGLIA, George, TSANG, Wai Wan, et al. The ziggurat method for generating random variables. Journal of statistical software, 2000, vol. 5, no 8, p. 1-7.

Author(s)

Nicolas Baradel

Maintainer: Nicolas Baradel - PGM Solutions

References

http://pgm-solutions.com/packages

Examples

1

Example output

[1]  0.5492312 -0.7252369 -0.8383907  2.0148995  1.0509910

rpgm documentation built on March 18, 2018, 2:24 p.m.