rpgm (1.1.2)

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

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 / Poisson processes.

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

License: GPL-3

Uses: Does not use any package

Released 5 months ago.


6 previous versions

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