RcppZiggurat

'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations

CRAN Package

The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, ) has been improved upon a few times starting with Leong et al (2005, ). This package provides an aggregation in order to compare different implementations in order to provide an 'faster but good enough' alternative for use with R and C++ code.


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