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

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) . 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.

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)