randtoolbox
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.
- Improved long-period generators based on linear recurrences modulo 2
- Random Number Generation and Monte Carlo Methods
- SIMD-Oriented Fast Mersenne Twister: a 128-bit Pseudorandom Number Generator
- apollo
- LSDsensitivity
- DEBBI
- midasml
- MMDCopula
- JLPM
- Minimax and Minimax Projection Designs Using Clustering
- TAG
- logitr
- yager
- MBHdesign
- MaOEA
- TruncatedNormal
- CoMinED
- DDSketch
- tdigest
- RunStats
- UDDSketch
- GPM
- MRFA
- qualpalr
- calibrateBinary
- iterLap
- optim.functions
- cepp
- hydroMOPSO
- On multivariate asymmetric dependence using multivariate skew-normal copula-based regression
- Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
- DiceOptim
- Derivative-based generalized sensitivity indices and Sobol' indices
- Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis
- Sphere packing design for experiments with mixtures
- Constrained minimum energy designs
- Weak derivative-based expansion of functions: ANOVA and some inequalities
- Batch sequential adaptive designs for global optimization
- Runuran
- fOptions
- Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
- SpatialNP
- TOMS659
- benchden
- Modeling of the ARMA random effects covariance matrix in logistic random effects models
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- lcmm
- copBasic
- minimaxdesign
- KrigInv
- Irreducible Sobol' sequences in prime power bases
- joineRML
- A method for the updating of stochastic Kriging metamodels
- acebayes
- hitandrun
- FReET
- Improving Approximate Bayesian Computation via Quasi-Monte Carlo
- DiceEval
- Bootstrap variance estimation for complex survey data: a quasi Monte Carlo approach
- GPareto
- kde1d
- UniDOE
- LVGP
- OnlineStats.jl
- merlin
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions
- Population Quasi-Monte Carlo
- sensobol
- JointModel
- sfaR
- hermiter
- mined
- merlin
- spdesign
- FlexVarJM
- PKPDsim
- cbcTools
- admixr2
- sfa
- choicer
- cdlogit
- mlumr
- mixl
- multinma
- GOFclustering
- flexCountReg
- ARCHISSUR
- curesurv
- RWNN
- Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data
- BLPestimatoR
- mlpwr
- cooltools
- pGPx
This page was built for software: randtoolbox
