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 <firstname.lastname@example.org>|
|License||BSD_3_clause + file LICENSE|
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