rpgm (version 1.1.2)

rpgm.rnorm: Fast Simulation of Normal Random Variables

Description

The function rpgm.rnorm uses the Ziggurat algorithm with a 128-regions table, in order to simulate normal random variables faster than rnorm.

Usage

rpgm.rnorm(n, mean = 0, sd = 1, nthreads = 1L)

Arguments

n

integer, number of simulations.

mean

double, the mean (or the vector of means).

sd

double, the standard deviation (or the vector of standard deviations).

nthreads

integer, the number of threads to use for parallelism.

Value

A vector of i.i.d. normal random variables.

Details

If mean or sd are not specified they assume the default values of 0 and 1, respectively. By default the number of threads is 1 so there is no multi-core.

References

https://en.wikipedia.org/wiki/Ziggurat_algorithm

See Also

http://pgm-solutions.com/packages

Examples

# NOT RUN {
rpgm.rnorm(5)
rpgm.rnorm(5, nthreads = maxthreads())
# }