randtoolbox (1.30.0)

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 and WELL 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) . The package can be provided without the rngWELL dependency on demand. Take a look at the Distribution task view of types and tests of random number generators. Version in Memoriam of Diethelm and Barbara Wuertz.

Maintainer: Christophe Dutang
Author(s): R port by Yohan Chalabi, Christophe Dutang, Petr Savicky and Diethelm Wuertz with some underlying C codes of (i) the SFMT algorithm from M. Matsumoto and M. Saito, (ii) the Knuth-TAOCP RNG from D. Knuth.

License: BSD_3_clause + file LICENSE

Uses: rngWELL
Reverse depends: BLPestimatoR, cda, iterLap, KrigInv, npsf, TruncatedNormal
Reverse suggests: copula, DiceDesign, sensitivity

Released about 1 month ago.