randtoolbox

MaRDI QIDQ19985swMATHCRANFDO

Authors ; C Code Of Knuth-taocp Rng By Donald Knuth, Diethelm Wuertz, Petr Savicky, ; C Code Of Sfmt Algorithm By Makoto Matsumoto, ; C Code Of Torus, Halton And Sobol Sequences By Christophe Dutang, Christophe Dutang, Mutsuo Saito

Last update 28 January 2023

Copyright license 3-clause BSD License, File License

Software version identifier 2.0.4

Official website https://cran.r-project.org/package=randtoolbox

Source code repository https://github.com/cran/randtoolbox

Cites work

• 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

Cited in

(77)

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

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