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randtoolbox (version 2.0.2)

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

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Version

Install

install.packages('randtoolbox')

Monthly Downloads

8,502

Version

2.0.2

License

BSD_3_clause + file LICENSE

Maintainer

Christophe Dutang

Last Published

August 16th, 2022