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RcppZiggurat

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

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 a 'faster but good enough' alternative for use with R and C++ code. See the 'zigg' package for a lighter implementation for much easier use in other packages.

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VersionRepositoryFileSize
0.1.8 2026-04-09 windows/windows R-4.5 RcppZiggurat_0.1.8.zip 602.4 KiB

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