eddelbuettel/rcppziggurat: 'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations
Version 0.1.5

The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, ) has been improved upon a few times starting with Leong et al (2005, ). 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)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
eddelbuettel/rcppziggurat documentation built on Aug. 20, 2018, 12:38 a.m.