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

Provides (1) pseudo random generators - general linear congruential generators, multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister algorithm (<doi:10.1007/978-3-540-74496-2_36>) and WELL (<doi:10.1145/1132973.1132974>) generators); (2) quasi random generators - the Torus algorithm, the Sobol sequence, the Halton sequence (including the Van der Corput sequence) and (3) some generator tests - the gap test, the serial test, the poker test, see, e.g., Gentle (2003) <doi:10.1007/b97336>. Take a look at the Distribution task view of types and tests of random number generators. The package can be provided without the 'rngWELL' dependency on demand. Package in Memoriam of Diethelm and Barbara Wuertz.

Package details

AuthorR code by Yohan Chalabi [ctb], Christophe Dutang [aut, cre], Petr Savicky [aut], Diethelm Wuertz [aut]; C code of Knuth-TAOCP RNG by Donald Knuth [aut]; C code of Torus, Halton and Sobol sequences by Christophe Dutang [aut, cre]; C code of SFMT algorithm by Makoto Matsumoto [aut], Mutsuo Saito [aut].
MaintainerChristophe Dutang <dutangc@gmail.com>
LicenseBSD_3_clause + file LICENSE
Version2.0.5
URL https://r-forge.r-project.org/projects/rmetrics/
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("randtoolbox", repos="http://R-Forge.R-project.org")

Try the randtoolbox package in your browser

Any scripts or data that you put into this service are public.

randtoolbox documentation built on Jan. 29, 2023, 3:02 a.m.