randtoolbox
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Randtoolbox
swMATH7969CRANrandtoolboxMaRDI QIDQ19985FDOQ19985
Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests
; 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
Cited In (80)
- Derivative-based generalized sensitivity indices and Sobol' indices
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- Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data
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- Runuran
- fOptions
- benchden
- TOMS659
- lcmm
- copBasic
- minimaxdesign
- KrigInv
- Minimax and Minimax Projection Designs Using Clustering
- joineRML
- acebayes
- hitandrun
- FReET
- DiceEval
- GPareto
- kde1d
- UniDOE
- LVGP
- OnlineStats.jl
- merlin
- pGPx
- sensobol
- JointModel
- sfaR
- hermiter
- cbcTools
- PKPDsim
- BLPestimatoR
- mlpwr
- Bootstrap variance estimation for complex survey data: a quasi Monte Carlo approach
- apollo
- LSDsensitivity
- DEBBI
- TAG
- midasml
- MMDCopula
- JLPM
- tdigest
- yager
- MaOEA
- GPM
- MRFA
- qualpalr
- A method for the updating of stochastic Kriging metamodels
- Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions
- TruncatedNormal
- calibrateBinary
- iterLap
- optim.functions
- cepp
- hydroMOPSO
- logitr
- multinma
- Population Quasi-Monte Carlo
- spdesign
- FlexVarJM
- 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
- Irreducible Sobol' sequences in prime power bases
- mined
- Efficient randomized quasi-Monte Carlo methods for portfolio market risk
- Modeling of the ARMA random effects covariance matrix in logistic random effects models
- 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
- Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
- Batch sequential adaptive designs for global optimization
- Constrained minimum energy designs
- Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance
- merlin
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