rziggurat: The Ziggurat normal and exponential generator.

In andrie/SuppDists: Supplementary Distributions

Description

Generates normal and exponential random pseudo-random numbers by the method of Marsaglia and Tsang.

Usage

rziggurat(n, normal = TRUE, new.start = FALSE, seed = 556677)

Arguments

n	number of values to generate. If n is a vector, length(n) values will be generated
normal	logical scalar; if TRUE normal values are produced, otherwise exponential values
new.start	logical scalar. If TRUE the generator will be started afresh using the seed
seed	scalar 32 bit starting integer

Value

Generates a vector of real pseudo random numbers.

Note

This function does not work properly on LP64 machines which use 64 bit longs.

This implementation running in is approximately three times as fast as rnorm().

Author(s)

Bob Wheeler [e-mail]

References

Marsaglia, George, and Tsang, Wai Wan. 2000. The Ziggurat method for generating random variables. Journal of Statistical software. 5-8. http://www.jstatsoft.org/v05/i08/

Examples

rziggurat(50, new.start=TRUE)
rziggurat(50)
rziggurat(50, new.start=TRUE)

andrie/SuppDists documentation built on May 10, 2019, 11:18 a.m.