randtoolbox (version 2.0.2)
Toolbox for Pseudo and Quasi Random Number Generation and Random
Generator Tests
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.
Package in Memoriam of Diethelm and Barbara Wuertz.