RcppZiggurat: Rcpp integration of different Ziggurat Normal RNG
The Ziggurat generator for normally distributed random numbers,
originally proposed by Marsaglia and Tsang (JSS, 2000), has been improved
upon a few times starting with Leong et al (JSS, 2005). This package provides
an aggregation in order to compare different implementations. The goal is to
provide an 'faster but good enough' alternative for use with R and C++ code.
The package is currently in alpha state. Unless you know what you are doing,
stick with generators provided by R which have been extremely diligently tested.
||Rcpp (≥ 0.10.5)|
||Dirk Eddelbuettel <edd at debian.org>|
||GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]|