rpgm (1.0.0)

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

https://pgm-solutions.com/packages
http://cran.r-project.org/web/packages/rpgm

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) , and fast simulation of stochastic differential equations.

Maintainer: Nicolas Baradel - PGM Solutions
Author(s): Nicolas Baradel

License: GPL-3

Uses: Does not use any package

Released 2 months ago.