Package: randtoolbox
Type: Package
Title: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests
Version: 1.30.0
Author: R port by Yohan Chalabi, Christophe Dutang, Petr Savicky and Diethelm Wuertz with some underlying C codes of (i) the SFMT algorithm from M. Matsumoto and M. Saito, (ii) the Knuth-TAOCP RNG from D. Knuth.
Maintainer: Christophe Dutang
Description: Provides (1) pseudo random generators - general linear congruential generators,
multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister
algorithm and WELL 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) . The package can be provided
without the rngWELL dependency on demand.
Take a look at the Distribution task view of types and tests of random number generators.
Version in Memoriam of Diethelm and Barbara Wuertz.
Depends: rngWELL (>= 0.10-1)
License: BSD_3_clause + file LICENSE