randtoolbox-package

randtoolbox

The randtoolbox-package started in 2007 
  during an ISFA (France) working group. From then, it
  grew quickly thanks to the contribution of Diethelm Wuertz
  and Petr Savicky. It was presented in the Rmetrics 
  Meielisalp workshop in 2009. Slides can be found
  here: <url>http://www.rmetrics.org/Meielisalp2009/Presentations/Dutang.pdf</url>.
   
  This package has currently implementations for 
  state-of-the-art pseudo RNGs for simulations as well as the usual quasi RNGs.
  There are also some RNG tests. See <code><a href="/link/pseudoRNG?package=randtoolbox&version=1.11" rd-options="" data-mini-rdoc="randtoolbox::pseudoRNG">pseudoRNG</a></code>
  and <code><a href="/link/quasiRNG?package=randtoolbox&version=1.11" rd-options="" data-mini-rdoc="randtoolbox::quasiRNG">quasiRNG</a></code>.<p></p><p>  We recommend first users to take a look at the first
  part of the vignette. The second part is for people who
  want a deeper presentation of this topic.
  
  The stable version is available on CRAN 
  <url>http://cran.r-project.org/web/packages/randtoolbox/index.html</url>,
  while the development version is hosted on R-forge
  <url>http://r-forge.r-project.org/projects/rmetrics/</url>.</p>

package

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.

randtoolbox-package: General remarks on toolbox for pseudo and quasi random number generation

Description

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