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.

Total

1,986

Last month

190

Last week

45

Average per day

6

Daily downloads

Total downloads

Description file content

Package
rpgm
Type
Package
Title
Fast Simulation of Normal/Exponential Random Variables and Stochastic Differential Equations / Poisson Processes
Version
1.0.1
Date
2017-07-05
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
Packaged
2017-07-05 05:58:31 UTC; Nicolas
Repository
CRAN
Date/Publication
2017-07-05 06:19:48 UTC

install.packages('rpgm')

1.0.1

a month ago

https://pgm-solutions.com/packages

Nicolas Baradel - PGM Solutions

GPL-3

Discussions