randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests

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) <doi:10.1007/b97336>. 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. Package in Memoriam of Diethelm and Barbara Wuertz.

Version:	2.0.1
Depends:	rngWELL (≥ 0.10-1)
Published:	2022-06-09
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 <dutangc at gmail.com>
License:	BSD_3_clause + file LICENSE
URL:	https://r-forge.r-project.org/projects/rmetrics/
NeedsCompilation:	yes
Citation:	randtoolbox citation info
Materials:	NEWS
In views:	Distributions
CRAN checks:	randtoolbox results

Documentation:

Reference manual:	randtoolbox.pdf
Vignettes:	A note on random number generation Quick introduction of randtoolbox

Downloads:

Package source:	randtoolbox_2.0.1.tar.gz
Windows binaries:	r-devel: randtoolbox_2.0.1.zip, r-release: randtoolbox_2.0.1.zip, r-oldrel: randtoolbox_2.0.1.zip
macOS binaries:	r-release (arm64): randtoolbox_2.0.1.tgz, r-oldrel (arm64): randtoolbox_2.0.1.tgz, r-release (x86_64): randtoolbox_2.0.1.tgz, r-oldrel (x86_64): randtoolbox_2.0.1.tgz
Old sources:	randtoolbox archive

Reverse dependencies:

Reverse depends:	iterLap, JLPM, lcmm
Reverse imports:	acebayes, apollo, BLPestimatoR, calibrateBinary, cepp, copBasic, DEBBI, DiceOptim, GPareto, GPM, joineRML, kde1d, KrigInv, logitr, LSDsensitivity, LVGP, MaOEA, MBHdesign, merlin, midasml, minimaxdesign, mixl, MMDCopula, MRFA, multinma, optim.functions, pGPx, PKPDsim, qrng, qualpalr, sensobol, sfaR, smerc, TAG, TREXr, TruncatedNormal, yager, yap
Reverse suggests:	copula, DiceDesign, sensitivity

Linking:

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