R package randtoolbox: toolbox for pseudo and quasi random number generation and RNG tests. The package provides (1) pseudo random generators - general linear congruential generators (Park Miller) and multiple recursive generators (Knuth TAOCP), generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generators); (2) quasi random generators - the Torus algorithm, the Sobol sequence, the Halton sequence (thus include Van der Corput sequence) and (3) some additional tests such as the gap test, the serial test, the poker test... The package depends on rngWELL package but it can be provided without this dependency on demand to the maintainer. For true random number generation, use the ’random’ package, for Latin Hypercube Sampling (a hybrid QMC method), use the ’lhs’ package, a number of RNGs and tests for RNGs are provided by ’RDieHarder’, all available on CRAN. There is also a small stand-alone package ’rngwell19937’ for the WELL19937a RNG.
Keywords for this software
References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Wei, Zheng; Kim, Daeyoung: On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (2018)
- Sak, Halis; Başoğlu, İsmail: Efficient randomized quasi-Monte Carlo methods for portfolio market risk (2017)
- Faure, Henri; Lemieux, Christiane: Irreducible Sobol’ sequences in prime power bases (2016)
- Kamiński, Bogumił: A method for the updating of stochastic Kriging metamodels (2015)
- Aidara, Cherif Ahmat Tidiane: Bootstrap variance estimation for complex survey data: a quasi Monte Carlo approach (2013)