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[ Paquet source : r-cran-dqrng  ]

Paquet : r-cran-dqrng (0.3.2 dfsg-1)

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GNU R fast pseudo random number generators

Several fast random number generators are provided as C header only libraries: The PCG family by O'Neill (2014 <https://www.cs.hmc.edu/tr/hmc-cs-2014-0905.pdf>) as well as Xoroshiro128 and Xoshiro256 by Blackman and Vigna (2018 <arXiv:1805.01407>). In addition fast functions for generating random numbers according to a uniform, normal and exponential distribution are included. The latter two use the Ziggurat algorithm originally proposed by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>). These functions are exported to R and as a C interface and are enabled for use with the default 64 bit generator from the PCG family, Xoroshiro128 and Xoshiro256 as well as the 64 bit version of the 20 rounds Threefry engine (Salmon et al., 2011 <doi:10.1145/2063384.2063405>) as provided by the package 'sitmo'.

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