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 an 'faster but good enough' alternative for use with R and C++ code.

Getting started

Package details

AuthorDirk Eddelbuettel <[email protected]>
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Version0.1.5.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("eddelbuettel/rcppziggurat")
eddelbuettel/rcppziggurat documentation built on Sept. 23, 2018, 3:04 a.m.