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 |
Reference manual: | RcppZiggurat.pdf |
Vignettes: |
RcppZiggurat-Intro |
Package source: | RcppZiggurat_0.1.2.tar.gz |
Windows binaries: | r-devel: RcppZiggurat_0.1.2.zip, r-release: RcppZiggurat_0.1.2.zip, r-oldrel: RcppZiggurat_0.1.2.zip |
OS X Snow Leopard binaries: | r-release: RcppZiggurat_0.1.2.tgz, r-oldrel: RcppZiggurat_0.1.2.tgz |
OS X Mavericks binaries: | r-release: not available |
Old sources: | RcppZiggurat archive |