eddelbuettel/rcppziggurat: 'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations
The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>) has been improved upon a few times starting with Leong et al (2005, <doi:10.18637/jss.v012.i07>). This package provides an aggregation in order to compare different implementations in order to provide a 'faster but good enough' alternative for use with R and C++ code. See the 'zigg' package for a lighter implementation for much easier use in other packages.
Getting started
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Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 0.1.8 |
| URL | https://github.com/eddelbuettel/rcppziggurat https://dirk.eddelbuettel.com/code/rcpp.ziggurat.html |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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