randtoolbox: 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) <doi:10.1007/b97336>. 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.
| Version: |
1.31.1 |
| Depends: |
rngWELL (≥ 0.10-1) |
| Published: |
2021-10-30 |
| Author: |
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. |
| Maintainer: |
Christophe Dutang <christophe.dutang at ensimag.fr> |
| License: |
BSD_3_clause + file LICENSE |
| NeedsCompilation: |
yes |
| Citation: |
randtoolbox citation info |
| Materials: |
NEWS |
| In views: |
Distributions |
| CRAN checks: |
randtoolbox results |
Documentation:
Downloads:
Reverse dependencies:
| Reverse depends: |
iterLap, JLPM, lcmm |
| Reverse imports: |
acebayes, apollo, BLPestimatoR, calibrateBinary, cepp, copBasic, DiceOptim, GPareto, GPM, joineRML, kde1d, KrigInv, logitr, LSDsensitivity, LVGP, MaOEA, MBHdesign, mcGlobaloptim, merlin, minimaxdesign, mixl, MMDCopula, MRFA, multinma, optim.functions, pGPx, PKPDsim, qrng, qualpalr, sensobol, sfaR, smerc, support, TAG, TREXr, TruncatedNormal, yager, yap |
| Reverse suggests: |
copula, DiceDesign, sensitivity |
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