rpgm: Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations

Fast simulation of some random variables than the usual native functions, including rnorm() and rexp(), using Ziggurat method, reference: MARSAGLIA, George, TSANG, Wai Wan, and al. (2000) <doi:10.18637/jss.v005.i08>, and fast simulation of stochastic differential equations.

Version: 1.0.0
Published: 2017-03-16
Author: Nicolas Baradel
Maintainer: Nicolas Baradel - PGM Solutions <nicolas.baradel at pgm-solutions.com>
License: GPL-3
URL: https://pgm-solutions.com/packages
NeedsCompilation: yes
In views: Finance
CRAN checks: rpgm results

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Reference manual: rpgm.pdf
Package source: rpgm_1.0.0.tar.gz
Windows binaries: r-devel: rpgm_1.0.0.zip, r-release: rpgm_1.0.0.zip, r-oldrel: rpgm_1.0.0.zip
OS X Mavericks binaries: r-release: rpgm_1.0.0.tgz, r-oldrel: rpgm_1.0.0.tgz
Old sources: rpgm archive

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