General remarks on toolbox for pseudo and quasi random number generation

Description

The randtoolbox-package started in 2007 during an ISFA (France) working group. From then, it grew quickly thanks to the contribution of Diethelm Wuertz and Petr Savicky. It was presented in the Rmetrics Meielisalp workshop in 2009. Slides can be found here: http://www.rmetrics.org/Meielisalp2009/Presentations/Dutang.pdf.

This package has currently implementations for state-of-the-art pseudo RNGs for simulations as well as the usual quasi RNGs. See pseudoRNG and quasiRNG, respectively. There are also some RNG tests.

We recommend first users to take a look at the vignette 'Quick introduction of randtoolbox', whereas advanced users whould have a look at the vigentte 'A note on random number generation'.

The stable version is available on CRAN http://cran.r-project.org/package=randtoolbox, while the development version is hosted on R-forge http://r-forge.r-project.org/projects/rmetrics/.

Details

Author(s)

Christophe Dutang and Petr Savicky.

Results