randtoolbox (Q19985)
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Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | randtoolbox |
Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests |
Statements
Diethelm Wuertz
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; C Code Of Knuth-taocp Rng By Donald Knuth
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; C Code Of Torus, Halton And Sobol Sequences By Christophe Dutang
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; C Code Of Sfmt Algorithm By Makoto Matsumoto
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Mutsuo Saito
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Donald Knuth
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Makoto Matsumoto
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18 October 2024
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Provides (1) pseudo random generators - general linear congruential generators, multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister algorithm (<doi:10.1007/978-3-540-74496-2_36>) and WELL (<doi:10.1145/1132973.1132974>) 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>. Take a look at the Distribution task view of types and tests of random number generators. The package can be provided without the 'rngWELL' dependency on demand. Package in Memoriam of Diethelm and Barbara Wuertz.
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Identifiers
2 February 2023
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