RcppZiggurat

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

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The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, doi:10.18637/jss.v005.i08) has been improved upon a few times starting with Leong et al (2005, doi:10.18637/jss.v012.i07). 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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