randtoolbox: toolbox for pseudo and quasi random number generation and RNG
tests
The package provides (1) pseudo random generators -
general linear congruential generators (Park Miller) and
multiple recursive generators (Knuth TAOCP), generalized
feedback shift register (SF-Mersenne Twister algorithm and WELL
generators); (2) quasi random generators - the Torus algorithm,
the Sobol sequence, the Halton sequence (thus include Van der
Corput sequence) and (3) some additional tests such as the gap
test, the serial test, the poker test... 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 provided by 'RDieHarder', all
available on CRAN. There is also a small stand-alone package
'rngwell19937' for the WELL19937a RNG.
| Version: |
1.09 |
| Depends: |
R (≥ 2.6.0), rngWELL |
| Imports: |
rngWELL |
| Published: |
2009-12-11 |
| Author: |
Yohan Chalabi, Christophe Dutang, Petr Savicky and Diethelm
Wuertz (except underlying C codes of (i) the SFMT algorithm
from M. Matsumoto and M. Saito, (ii) the Knuth-TAOCP RNG from
D. Knuth). See LICENCE file for details. |
| Maintainer: |
Christophe Dutang <christophe.dutang at ensimag.fr> |
| License: |
BSD |
| Citation: |
randtoolbox citation info |
| In views: |
Distributions |
| CRAN checks: |
randtoolbox results |
Downloads: