RcppZiggurat

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Authors Dirk Eddelbuettel

Last update 30 March 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.1.6, PACKAGES.rds, 0.0.1, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.7, 0.1.8

Official website https://cran.rstudio.com/web/packages/RcppZiggurat/index.html

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

Description

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.

Cites work

• A Comment on the Implementation of the Ziggurat Method
• The Ziggurat Method for Generating Random Variables

Cited in

(4)

• Exploration of digital-filter and forward-stepwise synthetic turbulence generators and an improvement for their skewness-kurtosis
• Rfast
• dsp
• dyads

This page was built for software: RcppZiggurat