randtoolbox

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) <doi:10.1007/b97336>. The package can be provided without the rngWELL dependency on demand. Take a look at the Distribution task view of types and tests of random number generators. Version in Memoriam of Diethelm and Barbara Wuertz.

Functions (16)