randtoolbox
Provides (1) pseudo random generators -
general linear congruential generators, multiple recursive generators
and generalized feedback shift register (SF-Mersenne Twister algorithm
(doi:10.1007/978-3-540-74496-2_36) and WELL (doi:10.1145/1132973.1132974) 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 stable version of randtoolbox
can be installed from
CRAN using:
install.packages("randtoolbox")
Finally load the package in your current R session with the following R command:
library(randtoolbox)
The overall documentation is available at
help(randtoolbox)