RcppZiggurat (Q37240)
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'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | RcppZiggurat |
'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations |
Statements
expanded from: GPL (≥ 2) (English)
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30 March 2025
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The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>) has been improved upon a few times starting with Leong et al (2005, <doi:10.18637/jss.v012.i07>). This package provides an aggregation in order to compare different implementations in order to provide a 'faster but good enough' alternative for use with R and C++ code. See the 'zigg' package for a lighter implementation for much easier use in other packages.
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Identifiers
18 January 2021
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