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randtoolbox
Provides (1) pseudo random generators -
general linear congruential generators, multiple recursive generators
and generalized feedback shift register (SF-Mersenne Twister algorithm
(doi:10.1007/978-3-540-74496-2_36) and WELL (doi:10.1145/1132973.1132974) 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 stable version of randtoolbox
can be installed from
CRAN using:
install.packages("randtoolbox")
Finally load the package in your current R session with the following R command:
library(randtoolbox)
The overall documentation is available at
help(randtoolbox)
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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