Toolbox for Pseudo and Quasi Random Number Generation and Random
Generator Tests
R port by Yohan Chalabi, Christophe Dutang, Petr Savicky and Diethelm Wuertz with some underlying C codes of (i) the SFMT algorithm from M. Matsumoto and M. Saito, (ii) the Knuth-TAOCP RNG from D. Knuth.
Provides (1) pseudo random generators - general linear congruential generators,
multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister
algorithm and WELL 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 can be provided
without the rngWELL dependency on demand.
Take a look at the Distribution task view of types and tests of random number generators.
Version in Memoriam of Diethelm and Barbara Wuertz.

Provides (1) pseudo random generators - general linear congruential generators,
multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister
algorithm and WELL 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 can be provided
without the rngWELL dependency on demand.
Take a look at the Distribution task view of types and tests of random number generators.
Package in Memoriam of Diethelm and Barbara Wuertz.

R code by Yohan Chalabi [ctb], Christophe Dutang [aut, cre], Petr Savicky [aut],
Diethelm Wuertz [aut]; C code of Knuth-TAOCP RNG by Donald Knuth [aut];
C code of Torus, Halton and Sobol sequences by Christophe Dutang [aut, cre];
C code of SFMT algorithm by Makoto Matsumoto [aut], Mutsuo Saito [aut].
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>.
Take a look at the Distribution task view of types and tests of random number generators.
The package can be provided without the 'rngWELL' dependency on demand.
Package in Memoriam of Diethelm and Barbara Wuertz.