General remarks on toolbox for pseudo and quasi random number generation
The pseudoRNG-package started in 2007 during an ISFA (France) working group. From then, it grew quickly thanks to the contribution of Diethelm Wuertz and Petr Savicky. It was presented in the Rmetrics Meielisalp workshop in 2009. Slides can be found here: http://www.rmetrics.org/Meielisalp2009/Presentations/Dutang.pdf.
This package has currently implementations for
state-of-the-art pseudo RNGs for simulations as well as the usual quasi RNGs.
There are also some RNG tests. See
and quasiRNG package.
We recommend first users to take a look at the first part of the vignette. The second part is for people who want a deeper presentation of this topic.
The stable version is available on CRAN http://cran.r-project.org/web/packages/pseudoRNG/index.html, while the development version is hosted on R-forge http://r-forge.r-project.org/projects/rmetrics/.
|License:||GPL version 2 or later|
Christophe Dutang and Petr Savicky.