randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random
Generator Tests
Provides (1) pseudo random generators - general linear congruential generators,
multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister
algorithm (<doi:10.1007/978-3-540-74496-2_36>) and WELL (<doi:10.1145/1132973.1132974>)
generators); (2) quasi random generators - the Torus algorithm, the
Sobol sequence, the Halton sequence (including the Van der Corput sequence) and (3) some
generator tests - the gap test, the serial test, the poker test, see, e.g.,
Gentle (2003) <doi:10.1007/b97336>.
Take a look at the Distribution task view of types and tests of random number generators.
The package can be provided without the 'rngWELL' dependency on demand.
Package in Memoriam of Diethelm and Barbara Wuertz.
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: |
iterLap |
| Reverse imports: |
acebayes, apollo, BLPestimatoR, calibrateBinary, cbcTools, cepp, cooltools, copBasic, curesurv, DEBBI, DiceOptim, FlexVarJM, GPareto, GPM, JLPM, joineRML, kde1d, KrigInv, lcmm, logitr, LSDsensitivity, LVGP, MaOEA, MBHdesign, merlin, midasml, mixl, mlpwr, MMDCopula, MRFA, multinma, optim.functions, pGPx, PKPDsim, qualpalr, RWNN, sensobol, sfaR, spdesign, TAG, yager |
| Reverse suggests: |
copula, DiceDesign, qrng, sensitivity |
Linking:
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[aut, cre],
Petr Savicky [aut],
Yohan Chalabi [ctb] (part of R Code),
Diethelm Wuertz [aut] (part of R Code),
Donald Knuth [aut] (C code of Knuth-TAOCP RNG),
Makoto Matsumoto [aut] (C code of SFMT algorithm),
Mutsuo Saito [aut] (C code of SFMT algorithm)