randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests

randtoolbox Provides (1) pseudo random generators - general linear congruential generators, multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister algorithm (doi:10.1007/978-3-540-74496-2_36) and WELL (doi:10.1145/1132973.1132974) generators); (2) quasi random generators - the Torus algorithm, the Sobol sequence, the Halton sequence (including the Van der Corput sequence) and (3) some generator tests - the gap test, the serial test, the poker test, see, e.g., Gentle (2003) doi:10.1007/b97336.

The package

The stable version of randtoolbox can be installed from CRAN using:

install.packages("randtoolbox")

Finally load the package in your current R session with the following R command:

library(randtoolbox)

Documentation

The overall documentation is available at

help(randtoolbox)