RcppZiggurat: 'Rcpp' Integration of Different "Ziggurat" Normal RNG Implementations
Dirk Eddelbuettel · 2013
The Ziggurat generator for normally distributed random numbers, originally proposed by Marsaglia and Tsang (2000, ) has been improved upon a few times starting with Leong et al (2005, ). This package provides an aggregation in order to compare different implementations in order to provide a 'faster but good enough' alternative for use with R and C++ code. See the 'zigg' package for a lighter implementation for much easier use in other packages.