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README.md

rpgm package

rpackages.io rank

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.

Installation

Either with CRAN:

install.packages("rpgm")

Or with devtools:

install.packages("devtools")
devtools::install_github("pgmsolutions/package-rpgm")

About

R package to simulate normal random variables approximately four times faster than the usual rnorm()

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