zigg: Lightweight Interfaces to the 'Ziggurat' Pseudo Random Number
Generator
The 'Ziggurat' pseudo-random number generator (or PRNG),
introduced by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>) and
further improved by Leong et al (2005, <doi:10.18637/jss.v012.i07>), offers
a lightweight and very fast PRNG for the normal, exponential, and uniform
distributions. It is provided here in a small zero-dependency package. It can
be used from R as well as from 'C/C++' code in other packages as is demonstrated
by four included sample packages using four distinct methods to use the PRNG
presented here in client package. The implementation is influenced by our
package 'RcppZiggurat' which offers a comparison among multiple alternative
implementations but presented here in a lighter-weight implementation that is
easier to use by other packages. The PRNGs provided are generally faster than
the ones in base R: on our machine, the relative gains for normal, exponential
and uniform are on the order of 7.4, 5.2 and 4.7 times faster than base R.
However, these generators are of potentially lesser quality and shorter period
so if in doubt use of the base R functions remains the general recommendation.
Documentation:
Downloads:
Reverse dependencies:
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