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: | 1.30.1 |
| Depends: | rngWELL (≥ 0.10-1) |
| Published: | 2020-01-31 |
| 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 |
| Reference manual: | randtoolbox.pdf |
| Vignettes: |
A note on random number generation Quick introduction of randtoolbox |
| Package source: | randtoolbox_1.30.1.tar.gz |
| Windows binaries: | r-devel: randtoolbox_1.30.1.zip, r-release: randtoolbox_1.30.1.zip, r-oldrel: randtoolbox_1.30.1.zip |
| macOS binaries: | r-release: randtoolbox_1.30.1.tgz, r-oldrel: randtoolbox_1.30.1.tgz |
| Old sources: | randtoolbox archive |
| Reverse depends: | iterLap |
| Reverse imports: | acebayes, apollo, BLPestimatoR, calibrateBinary, cepp, copBasic, DiceOptim, GPareto, GPM, joineRML, kde1d, KrigInv, LSDsensitivity, LVGP, MaOEA, MBHdesign, mcGlobaloptim, merlin, minimaxdesign, mixl, MRFA, multinma, optim.functions, pGPx, qrng, qualpalr, sensobol, smerc, TAG, TruncatedNormal, yager, yap |
| Reverse suggests: | copula, DiceDesign, sensitivity |
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