Fast simulation of 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.
| Version: | 1.1.1 |
| Published: | 2017-11-14 |
| Author: | Nicolas Baradel |
| Maintainer: | Nicolas Baradel - PGM Solutions <nicolas.baradel at pgm-solutions.com> |
| License: | GPL-3 |
| URL: | https://pgm-solutions.com/packages |
| NeedsCompilation: | yes |
| SystemRequirements: | C++11 |
| In views: | DifferentialEquations, Distributions, Finance |
| CRAN checks: | rpgm results |
| Reference manual: | rpgm.pdf |
| Package source: | rpgm_1.1.1.tar.gz |
| Windows binaries: | r-devel: rpgm_1.1.1.zip, r-release: rpgm_1.1.1.zip, r-oldrel: rpgm_1.1.1.zip |
| OS X El Capitan binaries: | r-release: rpgm_1.1.1.tgz |
| OS X Mavericks binaries: | r-oldrel: rpgm_1.1.1.tgz |
| Old sources: | rpgm archive |
Please use the canonical form https://CRAN.R-project.org/package=rpgm to link to this page.