dqrng (0.2.1)

0 users

Fast Pseudo Random Number Generators.


Several fast random number generators are provided as C++ header only libraries: The PCG family by O'Neill (2014 ) as well as Xoroshiro128+ and Xoshiro256+ by Blackman and Vigna (2018 ). In addition fast functions for generating random numbers according to a uniform, normal and exponential distribution are included. The latter two use the Ziggurat algorithm originally proposed by Marsaglia and Tsang (2000, ). These functions are exported to R and as a C++ interface and are enabled for use with the default 64 bit generator from the PCG family, Xoroshiro128+ and Xoshiro256+ as well as the 64 bit version of the 20 rounds Threefry engine (Salmon et al., 2011 ) as provided by the package 'sitmo'.

Maintainer: Ralf Stubner
Author(s): Ralf Stubner [aut, cre], daqana GmbH [cph], David Blackman [ctb], Melissa O'Neill [ctb], Sebastiano Vigna [ctb], Aaron Lun [ctb]

License: AGPL-3 | file LICENSE

Uses: Rcpp, testthat, knitr, rmarkdown
Reverse suggests: AdaptGauss

Released about 1 year ago.

7 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of dqrng yet. Want to be the first? Write one now.

Related packages: rstream, rlecuyer, STAR, HistogramTools, circular, CompQuadForm, actuar, AdMit, bayesm, BiasedUrn, copula, Davies, distr, distrDoc, distrEx, distrMod, distrSim, distrTeach, distrTEst, evd(20 best matches, based on common tags.)

Search for dqrng on google, google scholar, r-help, r-devel.

Visit dqrng on R Graphical Manual.