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Last data update: 2014.03.03

R: The Ziggurat normal and exponential generator

ziggurat

R Documentation

The Ziggurat normal and exponential generator

Description

Generates normal and exponential random pseudo-random numbers by the method of Marsaglia and Tsang.

Usage

rziggurat(n, normal=TRUE, new.start=FALSE, seed=556677)

Arguments

`n`	number of values to generate. If n is a vector, length(n) values will be generated
`normal`	logical scalar; if TRUE normal values are produced, otherwise exponential values
`new.start`	logical scalar. If TRUE the generator will be started afresh using the seed
`seed`	scalar 32 bit starting integer

Value

Generates a vector of real pseudo random numbers.

Note

This function does not work properly on LP64 machines which use 64 bit longs.

This implementation running in R is approximately three times as fast as rnorm().

Author(s)

Bob Wheeler bwheelerg@gmail.com

References

Marsaglia, George, and Tsang, Wai Wan. 2000. The Ziggurat method for generating random variables. Journal of Statistical software. 5-8. http://www.jstatsoft.org/v05/i08/

Examples


rziggurat(50,new.start=TRUE)
rziggurat(50)
rziggurat(50,new.start=TRUE)