randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and RNG Tests

Share:

Provides (1) pseudo random generators - general linear congruential generators, multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generators); (2) quasi random generators - the Torus algorithm, the Sobol sequence, the Halton sequence (including the Van der Corput sequence) and (3) some RNG tests - the gap test, the serial test, the poker test. The package depends on rngWELL package but it can be provided without this dependency on demand to the maintainer. For true random number generation, use the 'random' package, for Latin Hypercube Sampling (a hybrid QMC method), use the 'lhs' package. A number of RNGs and tests for RNGs are also provided by 'RDieHarder', all available on CRAN. There is also a small stand-alone package 'rngwell19937' for the WELL19937a RNG. Version in Memoriam of Diethelm and Barbara Wuertz.

Author
R port by Yohan Chalabi, Christophe Dutang, Petr Savicky and Diethelm Wuertz with underlying C codes of (i) the SFMT algorithm from M. Matsumoto and M. Saito, (ii) the Knuth-TAOCP RNG from D. Knuth.
Date of publication
2016-08-22 11:34:41
Maintainer
Christophe Dutang <christophe.dutang@ensimag.fr>
License
BSD_3_clause + file LICENSE
Version
1.20

View on R-Forge

Man pages

auxfun
Auxiliary functions for 'randtoolbox' package.
colltest
the Collision test
colltestsparse
the Collision test
freqtest
the Frequency test
gaptest
the Gap test
get.primes
Get primes for quasi random number generation
getWELLState
Get the state of a WELL generator implemented in randtoolbox...
ordertest
the Order test
overall-doc
General remarks on toolbox for pseudo and quasi random number...
pokertest
the Poker test
pseudoRNG
Toolbox for pseudo and quasi random number generation
quasiRNG
Toolbox for quasi random number generation
rngWELLScriptR
An implementation of the recurrence of WELL generators in R...
runifInterface
Functions for using runif() and rnorm() with randtoolbox...
serialtest
the Serial test

Files in this package

randtoolbox/DESCRIPTION
randtoolbox/LICENSE
randtoolbox/NAMESPACE
randtoolbox/R
randtoolbox/R/pseudoRNG.R
randtoolbox/R/qmc.R
randtoolbox/R/quasiRNG.R
randtoolbox/R/randtoolboxEnv.R
randtoolbox/R/rngWELLScriptR.R
randtoolbox/R/runifInterface.R
randtoolbox/R/testRNG.R
randtoolbox/R/trueRNG.R
randtoolbox/R/version.R
randtoolbox/R/zzz.R
randtoolbox/build
randtoolbox/build/vignette.rds
randtoolbox/cleanup
randtoolbox/configure
randtoolbox/configure.ac
randtoolbox/configure.win
randtoolbox/inst
randtoolbox/inst/CITATION
randtoolbox/inst/NEWS
randtoolbox/inst/doc
randtoolbox/inst/doc/fullpres.R
randtoolbox/inst/doc/fullpres.Rnw
randtoolbox/inst/doc/fullpres.pdf
randtoolbox/inst/doc/shortintro.R
randtoolbox/inst/doc/shortintro.Rnw
randtoolbox/inst/doc/shortintro.pdf
randtoolbox/man
randtoolbox/man/auxfun.Rd
randtoolbox/man/colltest.Rd
randtoolbox/man/colltestsparse.Rd
randtoolbox/man/freqtest.Rd
randtoolbox/man/gaptest.Rd
randtoolbox/man/get.primes.Rd
randtoolbox/man/getWELLState.Rd
randtoolbox/man/ordertest.Rd
randtoolbox/man/overall-doc.Rd
randtoolbox/man/pokertest.Rd
randtoolbox/man/pseudoRNG.Rd
randtoolbox/man/quasiRNG.Rd
randtoolbox/man/rngWELLScriptR.Rd
randtoolbox/man/runifInterface.Rd
randtoolbox/man/serialtest.Rd
randtoolbox/src
randtoolbox/src/LowDiscrepancy-halton.c
randtoolbox/src/LowDiscrepancy-halton.h
randtoolbox/src/LowDiscrepancy.f
randtoolbox/src/Makevars
randtoolbox/src/SFMT-alti.h
randtoolbox/src/SFMT-sse2-11213-1.h
randtoolbox/src/SFMT-sse2-1279-1.h
randtoolbox/src/SFMT-sse2-132049-1.h
randtoolbox/src/SFMT-sse2-19937-1.h
randtoolbox/src/SFMT-sse2-216091-1.h
randtoolbox/src/SFMT-sse2-2281-1.h
randtoolbox/src/SFMT-sse2-4253-1.h
randtoolbox/src/SFMT-sse2-44497-1.h
randtoolbox/src/SFMT-sse2-607-1.h
randtoolbox/src/SFMT-sse2-607-10.h
randtoolbox/src/SFMT-sse2-607-11.h
randtoolbox/src/SFMT-sse2-607-12.h
randtoolbox/src/SFMT-sse2-607-13.h
randtoolbox/src/SFMT-sse2-607-14.h
randtoolbox/src/SFMT-sse2-607-15.h
randtoolbox/src/SFMT-sse2-607-16.h
randtoolbox/src/SFMT-sse2-607-17.h
randtoolbox/src/SFMT-sse2-607-18.h
randtoolbox/src/SFMT-sse2-607-19.h
randtoolbox/src/SFMT-sse2-607-2.h
randtoolbox/src/SFMT-sse2-607-20.h
randtoolbox/src/SFMT-sse2-607-21.h
randtoolbox/src/SFMT-sse2-607-22.h
randtoolbox/src/SFMT-sse2-607-23.h
randtoolbox/src/SFMT-sse2-607-24.h
randtoolbox/src/SFMT-sse2-607-25.h
randtoolbox/src/SFMT-sse2-607-26.h
randtoolbox/src/SFMT-sse2-607-27.h
randtoolbox/src/SFMT-sse2-607-28.h
randtoolbox/src/SFMT-sse2-607-29.h
randtoolbox/src/SFMT-sse2-607-3.h
randtoolbox/src/SFMT-sse2-607-30.h
randtoolbox/src/SFMT-sse2-607-31.h
randtoolbox/src/SFMT-sse2-607-32.h
randtoolbox/src/SFMT-sse2-607-4.h
randtoolbox/src/SFMT-sse2-607-5.h
randtoolbox/src/SFMT-sse2-607-6.h
randtoolbox/src/SFMT-sse2-607-7.h
randtoolbox/src/SFMT-sse2-607-8.h
randtoolbox/src/SFMT-sse2-607-9.h
randtoolbox/src/SFMT-sse2-86243-1.h
randtoolbox/src/SFMT-sse2.h
randtoolbox/src/SFMT.c
randtoolbox/src/SFMT.h
randtoolbox/src/config.h
randtoolbox/src/config.h.in
randtoolbox/src/config.h.win
randtoolbox/src/congruRand.c
randtoolbox/src/congruRand.h
randtoolbox/src/init.c
randtoolbox/src/knuthTAOCP2002.c
randtoolbox/src/knuthTAOCP2002.h
randtoolbox/src/locale.h
randtoolbox/src/mt19937ar.c
randtoolbox/src/primes.h
randtoolbox/src/randtoolbox.c
randtoolbox/src/randtoolbox.h
randtoolbox/src/runifInterface.c
randtoolbox/src/runifInterface.h
randtoolbox/src/testrng.c
randtoolbox/src/testrng.h
randtoolbox/src/version.c
randtoolbox/src/wellrng.h
randtoolbox/tests
randtoolbox/tests/testHalton.R
randtoolbox/tests/testTorus.R
randtoolbox/tests/testWELL.R
randtoolbox/tests/testenvir.R
randtoolbox/tools
randtoolbox/tools/ax_ext.m4
randtoolbox/vignettes
randtoolbox/vignettes/DOC1e5.pdf
randtoolbox/vignettes/fullpres.Rnw
randtoolbox/vignettes/randtoolbox.bib
randtoolbox/vignettes/shortintro.Rnw
randtoolbox/vignettes/vanilla.pdf