r-rcppziggurat 0.1.5 Rcpp integration of different "Ziggurat" normal RNG implementations
The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, https://doi.org/10.18637/jss.v005.i08) has been improved upon a few times starting with Leong et al (2005, https://doi.org/10.18637/jss.v012.i07). This package provides an aggregation for comparing different implementations in order to provide a 'faster but good enough' alternative for use with R and C++ code.
- Website: https://cran.r-project.org/web/packages/RcppZiggurat/
- License: GPL 2+
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux