randtoolbox-package

randtoolbox

The randtoolbox-package started in 2007 
 during an ISFA (France) working group. From then, it
 grew quickly thanks to the contribution of Diethelm Wuertz
 and Petr Savicky. It was presented at the Rmetrics 
 workshop in 2009 in Meielisalp, Switzerland. 
This package has currently implementations for 
 state-of-the-art pseudo RNGs for simulations as well as the usual quasi RNGs.
 See <code>pseudoRNG</code> and <code>quasiRNG</code>, respectively. 
 There are also some RNG tests.
We recommend first users to take a look at the vignette 'Quick introduction of randtoolbox',
 whereas advanced users whould have a look at the vigentte 'A note on random number generation'. 
The stable version is available on CRAN 
 <a href="https://CRAN.R-project.org/package=randtoolbox">https://CRAN.R-project.org/package=randtoolbox</a>,
 while the development version is hosted on R-forge in the rmetrics project
 at <a href="https://r-forge.r-project.org/projects/rmetrics/">https://r-forge.r-project.org/projects/rmetrics/</a>.

 package

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.

Christophe Dutang

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

randtoolbox-package function

Christophe Dutang and Petr Savicky.

Author

The randtoolbox-package started in 2007 
 during an ISFA (France) working group. From then, it
 grew quickly thanks to the contribution of Diethelm Wuertz
 and Petr Savicky. It was presented at the Rmetrics 
 workshop in 2009 in Meielisalp, Switzerland. 
This package has currently implementations for 
 state-of-the-art pseudo RNGs for simulations as well as the usual quasi RNGs.
 See <code>pseudoRNG</code> and <code>quasiRNG</code>, respectively. 
 There are also some RNG tests.
We recommend first users to take a look at the vignette 'Quick introduction of randtoolbox',
 whereas advanced users whould have a look at the vigentte 'A note on random number generation'. 
The stable version is available on CRAN 
 <a href='https://CRAN.R-project.org/package=randtoolbox'>https://CRAN.R-project.org/package=randtoolbox</a>,
 while the development version is hosted on R-forge in the rmetrics project
 at <a href='https://r-forge.r-project.org/projects/rmetrics/'>https://r-forge.r-project.org/projects/rmetrics/</a>.

Package:	randtoolbox
Type:	Package
Version:	1.31.0
Date:	2021
License:	BSD_3_clause + file LICENSE

randtoolbox-package: General remarks on toolbox for pseudo and quasi random number generation

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