rpgm (version 1.1.2)

rpgm-package: rpgm

Description

Fast Simulation of Normal Random Variables

Details

Ziggurat method in order to simulate normal random variables approximately four times faster than the usual rnorm(), reference : MARSAGLIA, George, TSANG, Wai Wan, et al. The ziggurat method for generating random variables. Journal of statistical software, 2000, vol. 5, no 8, p. 1-7.

References

http://pgm-solutions.com/packages

Examples

# NOT RUN {
	rpgm.rnorm(5)
# }