RcppZiggurat

'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations

The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>) has been improved upon a few times starting with Leong et al (2005, <doi:10.18637/jss.v012.i07>). This package provides an aggregation in order to compare different implementations in order to provide an 'faster but good enough' alternative for use with R and C++ code.

Tests Vignettes

Available Snapshots

This version of RcppZiggurat can be found in the following snapshots:

Dependencies

Imports/Depends/LinkingTo/Enhances (4)
  • R
  • Rcpp
  • Rcpp
  • RcppGSL
  • Suggests (5)
  • rbenchmark
  • microbenchmark
  • knitr
  • rmarkdown
  • pinp
  • Version History