RcppZiggurat: Rcpp integration of different Ziggurat Normal RNG implementations

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 still in an early state. Unless you know what you are doing, sticking with the generators provided by R may be a good idea as these have been extremely diligently tested.

Version: 0.1.2
Depends: R (≥ 3.0.0)
Imports: Rcpp, parallel
LinkingTo: Rcpp, RcppGSL
Suggests: highlight, rbenchmark, microbenchmark, lattice
Published: 2014-01-26
Author: Dirk Eddelbuettel
Maintainer: Dirk Eddelbuettel <edd at debian.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README NEWS ChangeLog
CRAN checks: RcppZiggurat results

Downloads:

Reference manual: RcppZiggurat.pdf
Vignettes: RcppZiggurat-Intro
Package source: RcppZiggurat_0.1.2.tar.gz
MacOS X binary: RcppZiggurat_0.1.2.tgz
Windows binary: RcppZiggurat_0.1.2.zip
Old sources: RcppZiggurat archive