randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests

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) <doi:10.1007/b97336>. 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. Version in Memoriam of Diethelm and Barbara Wuertz.

Version: 1.30.0
Depends: rngWELL (≥ 0.10-1)
Published: 2019-04-21
Author: R port by Yohan Chalabi, Christophe Dutang, Petr Savicky and Diethelm Wuertz with some underlying C codes of (i) the SFMT algorithm from M. Matsumoto and M. Saito, (ii) the Knuth-TAOCP RNG from D. Knuth.
Maintainer: Christophe Dutang <christophe.dutang at ensimag.fr>
License: BSD_3_clause + file LICENSE
NeedsCompilation: yes
Citation: randtoolbox citation info
Materials: NEWS
In views: Distributions
CRAN checks: randtoolbox results

Downloads:

Reference manual: randtoolbox.pdf
Vignettes: A note on random number generation
Quick introduction of randtoolbox
Package source: randtoolbox_1.30.0.tar.gz
Windows binaries: r-devel: randtoolbox_1.30.0.zip, r-release: randtoolbox_1.30.0.zip, r-oldrel: randtoolbox_1.30.0.zip
OS X binaries: r-release: randtoolbox_1.30.0.tgz, r-oldrel: randtoolbox_1.30.0.tgz
Old sources: randtoolbox archive

Reverse dependencies:

Reverse depends: iterLap, npsf
Reverse imports: acebayes, apollo, BLPestimatoR, calibrateBinary, cepp, copBasic, DiceOptim, FDGcopulas, GPareto, GPM, joineRML, KrigInv, LSDsensitivity, LVGP, MBHdesign, mcGlobaloptim, merlin, minimaxdesign, MRFA, optim.functions, pGPx, qrng, qualpalr, sensobol, smerc, support, TruncatedNormal
Reverse suggests: copula, DiceDesign, sensitivity

Linking:

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