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 <nicolas.baradel@pgm-solutions.com>
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) <doi:10.18637/jss.v005.i08>, and fast simulation of stochastic differential equations / Poisson processes.
License: GPL-3
URL: https://pgm-solutions.com/packages
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
