RcppZiggurat0.1.8 package

The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>) has been improved upon a few times starting with Leong et al (2005, <doi:10.18637/jss.v012.i07>). This package provides an aggregation in order to compare different implementations in order to provide a 'faster but good enough' alternative for use with R and C++ code. See the 'zigg' package for a lighter implementation for much easier use in other packages.

Useful links

• https://github.com/eddelbuettel/rcppziggurat/issues
• https://github.com/eddelbuettel/rcppziggurat
• https://dirk.eddelbuettel.com/code/rcpp.ziggurat.html