rpgm
Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations
Fast simulation of some random variables than the usual native functions, including rnorm() and rexp(), using Ziggurat method, reference: MARSAGLIA, George, TSANG, Wai Wan, and al. (2000) <doi:10.18637/jss.v005.i08>, and fast simulation of stochastic differential equations.
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Description file content
- Package
- rpgm
- Type
- Package
- Title
- Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations
- Version
- 1.0.0
- Date
- 2017-03-16
- Author
- Nicolas Baradel
- Maintainer
- Nicolas Baradel - PGM Solutions
- Description
- Fast simulation of some random variables than the usual native functions, including rnorm() and rexp(), using Ziggurat method, reference: MARSAGLIA, George, TSANG, Wai Wan, and al. (2000)
- License
- GPL-3
- URL
- NeedsCompilation
- yes
- Packaged
- 2017-03-16 17:53:56 UTC; Home
- Repository
- CRAN
- Date/Publication
- 2017-03-16 23:17:10 UTC
install.packages('rpgm')
1.0.0
3 months ago
https://pgm-solutions.com/packages
Nicolas Baradel - PGM Solutions
GPL-3