dqrng (0.2.1)

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Fast Pseudo Random Number Generators.

https://www.daqana.org/dqrng
https://github.com/daqana/dqrng
http://cran.r-project.org/web/packages/dqrng

Several fast random number generators are provided as C++ header only libraries: The PCG family by O'Neill (2014 ) as well as Xoroshiro128+ and Xoshiro256+ by Blackman and Vigna (2018 ). In addition fast functions for generating random numbers according to a uniform, normal and exponential distribution are included. The latter two use the Ziggurat algorithm originally proposed by Marsaglia and Tsang (2000, ). These functions are exported to R and as a C++ interface and are enabled for use with the default 64 bit generator from the PCG family, Xoroshiro128+ and Xoshiro256+ as well as the 64 bit version of the 20 rounds Threefry engine (Salmon et al., 2011 ) as provided by the package 'sitmo'.

Maintainer: Ralf Stubner
Author(s): Ralf Stubner [aut, cre], daqana GmbH [cph], David Blackman [ctb], Melissa O'Neill [ctb], Sebastiano Vigna [ctb], Aaron Lun [ctb]

License: AGPL-3 | file LICENSE

Uses: Rcpp, testthat, knitr, rmarkdown
Reverse suggests: AdaptGauss

Released 7 months ago.


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