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randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests

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>. Take a look at the Distribution task view of types and tests of random number generators. The package can be provided without the 'rngWELL' dependency on demand. Package in Memoriam of Diethelm and Barbara Wuertz.

Version: 2.0.5
Depends: rngWELL (≥ 0.10-1)
Published: 2024-10-18
DOI: 10.32614/CRAN.package.randtoolbox
Author: Christophe Dutang ORCID iD [aut, cre], Petr Savicky [aut], Yohan Chalabi [ctb] (part of R Code), Diethelm Wuertz [aut] (part of R Code), Donald Knuth [aut] (C code of Knuth-TAOCP RNG), Makoto Matsumoto [aut] (C code of SFMT algorithm), Mutsuo Saito [aut] (C code of SFMT algorithm)
Maintainer: Christophe Dutang <dutangc at gmail.com>
License: BSD_3_clause + file LICENSE
URL: https://r-forge.r-project.org/projects/rmetrics/
NeedsCompilation: yes
Citation: randtoolbox citation info
Materials: README NEWS
In views: Distributions
CRAN checks: randtoolbox results

Documentation:

Reference manual: randtoolbox.pdf
Vignettes: A note on random number generation (source, R code)
Quick introduction of randtoolbox (source, R code)

Downloads:

Package source: randtoolbox_2.0.5.tar.gz
Windows binaries: r-devel: randtoolbox_2.0.5.zip, r-release: randtoolbox_2.0.5.zip, r-oldrel: randtoolbox_2.0.5.zip
macOS binaries: r-release (arm64): randtoolbox_2.0.5.tgz, r-oldrel (arm64): randtoolbox_2.0.5.tgz, r-release (x86_64): randtoolbox_2.0.5.tgz, r-oldrel (x86_64): randtoolbox_2.0.5.tgz
Old sources: randtoolbox archive

Reverse dependencies:

Reverse depends: iterLap
Reverse imports: acebayes, apollo, BLPestimatoR, calibrateBinary, cbcTools, cepp, cooltools, copBasic, curesurv, DEBBI, DiceOptim, FlexVarJM, GPareto, GPM, JLPM, joineRML, kde1d, KrigInv, lcmm, logitr, LSDsensitivity, LVGP, MaOEA, MBHdesign, merlin, midasml, mixl, mlpwr, MMDCopula, MRFA, multinma, optim.functions, pGPx, PKPDsim, qualpalr, RWNN, sensobol, sfaR, spdesign, TAG, yager
Reverse suggests: copula, DiceDesign, qrng, sensitivity

Linking:

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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.