randtoolbox (version 1.11)
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
generators); (2) quasi random generators - the Torus algorithm,
the Sobol sequence, the Halton sequence (thus include Van der
Corput sequence) and (3) some additional tests such as the gap
test, the serial test, the poker test... The package depends on
rngWELL package but it can be provided without this dependency
on demand to the maintainer. For true random number generation,
use the 'random' package, for Latin Hypercube Sampling (a
hybrid QMC method), use the 'lhs' package, a number of RNGs and
tests for RNGs are provided by 'RDieHarder', all available on
CRAN. There is also a small stand-alone package 'rngwell19937'
for the WELL19937a RNG.