randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and RNG Tests
Version 1.20

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.

Package details

AuthorR 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 publication2017-05-12 10:20:24
MaintainerChristophe Dutang <[email protected]>
LicenseBSD_3_clause + file LICENSE
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")

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randtoolbox documentation built on May 31, 2017, 2:22 a.m.