toolbox for pseudo and quasi random number generation and RNG tests.
Christophe Dutang (for the code except the SFMT algorithm from M. Matsumoto and M. Saito)
The package provides (1) pseudo random generators - general linear congruential generators such as Park Miller sequence and SF-Mersenne Twister algorithm; (2) a quasi random generator - the Torus algorithm (for other low-discrepancy sequences, use the 'Rmetrics - fOptions' package) and (3) some additional tests such as the gap test, the serial test... For true random number generation, use the 'random' package.
Sun Jul 27 19:03:23 2008; christophedutang

Christophe Dutang (except SFMT algorithm from M. Matsumoto, M. Saito and WELL generator from P. L'Ecuyer and Knuth-TAOCP RNG from D. Knuth)
The package provides (1) pseudo random generators - general linear congruential generators (Park Miller), generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generator); (2) a quasi random generator - the Torus algorithm (for other low-discrepancy sequences, use the 'Rmetrics - fOptions' package) and (3) some additional tests such as the gap test, the serial test, the poker test... For true random number generation, use the 'random' package and for Latin Hypercube Sampling (a hybrid qmc method), use the 'lhs' package.
Fri Aug 29 22:01:37 2008; christophedutang

The package provides (1) pseudo random generators - general linear congruential generators (Park Miller) and multiple recursive generators (Knuth TAOCP), generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generator); (2) a quasi random generator - the Torus algorithm (for other low-discrepancy sequences, use the 'Rmetrics - fOptions' package) and (3) some additional tests such as the gap test, the serial test, the poker test... For true random number generation, use the 'random' package and for Latin Hypercube Sampling (a hybrid qmc method), use the 'lhs' package.
Tue Sep  2 22:18:06 2008; christophedutang

Christophe Dutang and Diethelm Wuertz (except some R port of the SFMT algorithm from M. Matsumoto, M. Saito and WELL generator from P. L'Ecuyer, Knuth-TAOCP RNG from D. Knuth and the Sobol sequence from the ACM transactions). See LICENCE file for details.
The package provides (1) pseudo random generators - general linear congruential generators (Park Miller) and multiple recursive generators (Knuth TAOCP), generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generator); (2) a quasi random generator - the Torus algorithm, the Sobol sequence, the Halton sequence (thus include Van der Corput sequence) and (3) some additional tests such as the gap test, the serial test, the poker test... For true random number generation, use the 'random' package and for Latin Hypercube Sampling (a hybrid qmc method), use the 'lhs' package both available on CRAN.