Description

Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel environment. In addition, there is a generator for one dimensional low-discrepancy sequence. The objective of this library to consolidate the distribution of the 'sitmo' (C++98 & C++11), 'threefry' and 'vandercorput' (C++11-only) engines on CRAN by enabling others to link to the header files inside of 'sitmo' instead of including a copy of each engine within their individual package. Lastly, the package contains example implementations using the 'sitmo' package and three accompanying vignette that provide additional information.

Author(s)

Maintainer: James Balamuta balamut2@illinois.edu (0000-0003-2826-8458) [copyright holder]

Authors:

• Thijs van den Berg thijs@sitmo.com [copyright holder]

Other contributors:

• Ralf Stubner ralf.stubner@daqana.com [contributor]

See Also

Useful links:

• https://github.com/coatless/sitmo

• http://thecoatlessprofessor.com/projects/sitmo/

• https://github.com/stdfin/random/

• Report bugs at https://github.com/coatless/sitmo/issues