randtoolbox (version 2.0.4)

Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests

Description

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) . Take a look at the Distribution task view of types and tests of random number generators. The package can be provided without the 'rngWELL' dependency on demand. Package in Memoriam of Diethelm and Barbara Wuertz.

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Install

install.packages('randtoolbox')

Monthly Downloads

6,844

Version

2.0.4

License

BSD_3_clause + file LICENSE

Last Published

January 28th, 2023

Functions in randtoolbox (2.0.4)