pseudo-random number generators for random variables and vectors
License: Apache License 2.0
This package lets you generate pseudo-random numbers using Pierre L'Ecuyer et al.'s MRG32K3a algorithm. The algorithm is coded in Fortran, for better performance. With this package you get independent streams for different random variables, as well as independent streams for the components of random vectors. After installing, type the following to get started:
vignette('rcrandom-vignette', package ='rcrandom')
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