rpgm

Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations / Poisson Processes

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 / Poisson processes.

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Description file content

Package
rpgm
Type
Package
Title
Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations / Poisson Processes
Version
1.1.0
Date
2017-08-10
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) , and fast simulation of stochastic differential equations / Poisson processes.
License
GPL-3
URL
NeedsCompilation
yes
SystemRequirements
C++11
Packaged
2017-10-08 15:33:08 UTC; Nicolas
Repository
CRAN
Date/Publication
2017-10-08 22:18:30 UTC

install.packages('rpgm')

1.1.0

14 days ago

https://pgm-solutions.com/packages

Nicolas Baradel - PGM Solutions

GPL-3

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