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.

Browse man pages Browse package API and functions Browse package files

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 <christophe.dutang@ensimag.fr>
LicenseBSD_3_clause + file LICENSE
Version1.20
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("randtoolbox", repos="http://R-Forge.R-project.org")

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
sobol-test-func: Some test functions for Sobol sequences

Functions

SFMT Man page Source code
WELL Man page Source code
auxiliary Man page
bit2int Man page Source code
bit2unitreal Man page Source code
bits.to.real Source code
coll.test Man page Source code
coll.test.sparse Man page Source code
congruRand Man page Source code
freq.test Man page Source code
gap.test Man page Source code
get.description Man page Source code
get.primes Man page Source code
getParameters Source code
getWELLState Man page Source code
getrandtoolboxEnv Source code
halton Man page Source code
hex.to.bits Source code
int.to.bits Source code
int2bit Man page Source code
knuthTAOCP Man page Source code
onAttach Source code
onLoad Source code
onUnload Source code
order.test Man page Source code
permut Man page Source code
poker.test Man page Source code
pseudo.randtoolbox Man page
pseudoRNG Man page
put.description Man page Source code
quasi.randtoolbox Man page
quasiRNG Man page
randtoolbox Man page
randtoolbox-package Man page
rngWELLScriptR Man page Source code
runif.halton Man page
runif.sobol Man page
runifInterface Man page
serial.test Man page Source code
set.generator Man page Source code
setSeed Man page Source code
setrandtoolboxEnv Source code
sobol Man page Source code
sobol.R Man page Source code
sobol.basic Man page Source code
sobol.directions Man page Source code
stirling Man page Source code
stirlingDividedByK Source code
torus Man page Source code
version.randtoolbox Source code

Files

DESCRIPTION
LICENSE
NAMESPACE
R
R/pseudoRNG.R
R/qmc.R
R/quasiRNG.R
R/randtoolboxEnv.R
R/rngWELLScriptR.R
R/runifInterface.R
R/sobol-basic.R
R/testRNG.R
R/trueRNG.R
R/version.R
R/zzz.R
build
build/vignette.rds
cleanup
configure
configure.ac
configure.win
inst
inst/CITATION
inst/NEWS
inst/doc
inst/doc/fullpres.R
inst/doc/fullpres.Rnw
inst/doc/fullpres.pdf
inst/doc/shortintro.R
inst/doc/shortintro.Rnw
inst/doc/shortintro.pdf
man
man/auxfun.Rd
man/colltest.Rd
man/colltestsparse.Rd
man/freqtest.Rd
man/gaptest.Rd
man/get.primes.Rd
man/getWELLState.Rd
man/ordertest.Rd
man/overall-doc.Rd
man/pokertest.Rd
man/pseudoRNG.Rd
man/quasiRNG.Rd
man/rngWELLScriptR.Rd
man/runifInterface.Rd
man/serialtest.Rd
man/sobol-test-func.Rd
src
src/LowDiscrepancy-halton.c
src/LowDiscrepancy-halton.h
src/LowDiscrepancy-sobol.c
src/LowDiscrepancy-sobol.h
src/LowDiscrepancy.f
src/Makevars
src/SFMT-alti.h
src/SFMT-sse2-11213-1.h
src/SFMT-sse2-1279-1.h
src/SFMT-sse2-132049-1.h
src/SFMT-sse2-19937-1.h
src/SFMT-sse2-216091-1.h
src/SFMT-sse2-2281-1.h
src/SFMT-sse2-4253-1.h
src/SFMT-sse2-44497-1.h
src/SFMT-sse2-607-1.h
src/SFMT-sse2-607-10.h
src/SFMT-sse2-607-11.h
src/SFMT-sse2-607-12.h
src/SFMT-sse2-607-13.h
src/SFMT-sse2-607-14.h
src/SFMT-sse2-607-15.h
src/SFMT-sse2-607-16.h
src/SFMT-sse2-607-17.h
src/SFMT-sse2-607-18.h
src/SFMT-sse2-607-19.h
src/SFMT-sse2-607-2.h
src/SFMT-sse2-607-20.h
src/SFMT-sse2-607-21.h
src/SFMT-sse2-607-22.h
src/SFMT-sse2-607-23.h
src/SFMT-sse2-607-24.h
src/SFMT-sse2-607-25.h
src/SFMT-sse2-607-26.h
src/SFMT-sse2-607-27.h
src/SFMT-sse2-607-28.h
src/SFMT-sse2-607-29.h
src/SFMT-sse2-607-3.h
src/SFMT-sse2-607-30.h
src/SFMT-sse2-607-31.h
src/SFMT-sse2-607-32.h
src/SFMT-sse2-607-4.h
src/SFMT-sse2-607-5.h
src/SFMT-sse2-607-6.h
src/SFMT-sse2-607-7.h
src/SFMT-sse2-607-8.h
src/SFMT-sse2-607-9.h
src/SFMT-sse2-86243-1.h
src/SFMT-sse2.h
src/SFMT.c
src/SFMT.h
src/config.h
src/config.h.in
src/config.h.win
src/congruRand.c
src/congruRand.h
src/init.c
src/knuthTAOCP2002.c
src/knuthTAOCP2002.h
src/locale.h
src/mt19937ar.c
src/mt19937ar.h
src/primes.h
src/randtoolbox.c
src/randtoolbox.h
src/runifInterface.c
src/runifInterface.h
src/testrng.c
src/testrng.h
src/version.c
src/version.h
src/wellrng.h
tests
tests/test-SFMT.R
tests/test-parallel-qmc.R
tests/test-sobol-Ccode.R
tests/test-sobol-basic.R
tests/test-sobol-scram.R
tests/testHalton.R
tests/testTorus.R
tests/testWELL.R
tests/testenvir.R
tools
tools/ax_ext.m4
vignettes
vignettes/DOC1e5.pdf
vignettes/fullpres.Rnw
vignettes/randtoolbox.bib
vignettes/shortintro.Rnw
vignettes/vanilla.pdf
randtoolbox documentation built on May 21, 2017, 12:42 a.m.