RPGM is a R package implementing fast simulation methods for some random variables than the usual native functions, including rnorm() and rexp(), using Ziggurat method, reference: MARSAGLIA, George, TSANG, Wai Wan, and al. (2000) doi:10.18637/jss.v005.i08, and fast simulation of stochastic differential equations / Poisson processes. Reference: MARSAGLIA, George, TSANG, Wai Wan, and al. (2000) DOI:10.18637/jss.v005.i08.
Either with CRAN:
Or with devtools: