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randtoolbox (version 1.04)

toolbox for pseudo and quasi random number generation and RNG tests.

Description

The package provides (1) pseudo random generators - general linear congruential generators (Park Miller) and multiple recursive generators (Knuth TAOCP), generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generator); (2) a quasi random generator - the Torus algorithm (for other low-discrepancy sequences, use the 'Rmetrics - fOptions' package) and (3) some additional tests such as the gap test, the serial test, the poker test... For true random number generation, use the 'random' package and for Latin Hypercube Sampling (a hybrid qmc method), use the 'lhs' package.

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Version

Install

install.packages('randtoolbox')

Monthly Downloads

8,502

Version

1.04

License

GPL (>= 2)

Maintainer

Christophe Dutang

Last Published

October 18th, 2024

Functions in randtoolbox (1.04)

randtoolbox

Toolbox for pseudo and quasi random number generation
gap.test

the Gap test
coll.test

the Collision test
freq.test

the Frequency test
serial.test

the Serial test
order.test

the Order test
auxiliary

Auxiliary functions for 'randtoolbox' package.
poker.test

the Poker test