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.

References in zbMATH (referenced in 17 articles )

Showing results 1 to 17 of 17.
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  1. Lamboni, Matieyendou: Weak derivative-based expansion of functions: ANOVA and some inequalities (2022)
  2. Huang, Chaofan; Joseph, V. Roshan; Ray, Douglas M.: Constrained minimum energy designs (2021)
  3. Lamboni, Matieyendou: Derivative-based integral equalities and inequality: a proxy-measure for sensitivity analysis (2021)
  4. Michael Stephanou, Melvin Varughese: hermiter: R package for Sequential Nonparametric Estimation (2021) arXiv
  5. Lamboni, Matieyendou: Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices (2020)
  6. Lamboni, Matieyendou: Derivative-based generalized sensitivity indices and Sobol’ indices (2020)
  7. Philipson, Pete; Hickey, Graeme L.; Crowther, Michael J.; Kolamunnage-Dona, Ruwanthi: Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data (2020)
  8. Xiong, Zikang; Liu, Liwei; Ning, Jianhui; Qin, Hong: Sphere packing design for experiments with mixtures (2020)
  9. Dingeç, Kemal Dinçer: Efficient simulation of the price and the sensitivities of basket options under time-changed Brownian motions (2019)
  10. Lee, Keunbaik; Jung, Hoimin; Yoo, Jae Keun: Modeling of the ARMA random effects covariance matrix in logistic random effects models (2019)
  11. Lamboni, Matieyendou: Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance (2018)
  12. Wei, Zheng; Kim, Daeyoung: On multivariate asymmetric dependence using multivariate skew-normal copula-based regression (2018)
  13. Sak, Halis; Başoğlu, İsmail: Efficient randomized quasi-Monte Carlo methods for portfolio market risk (2017)
  14. Faure, Henri; Lemieux, Christiane: Irreducible Sobol’ sequences in prime power bases (2016)
  15. Delphine Dupuy; Céline Helbert; Jessica Franco: DiceDesign and DiceEval: Two R Packages for Design and Analysis of Computer Experiments (2015) not zbMATH
  16. Kamiński, Bogumił: A method for the updating of stochastic Kriging metamodels (2015)
  17. Aidara, Cherif Ahmat Tidiane: Bootstrap variance estimation for complex survey data: a quasi Monte Carlo approach (2013)