randtoolbox swMATH ID: 7969 Software Authors: Yohan Chalabi, Christophe Dutang, Petr Savicky; Diethelm Wuertz; M. Matsumoto; M. Saito; D. Knuth Description: R package randtoolbox: toolbox for pseudo and quasi random number generation and RNG tests. The package provides (1) pseudo random generators - general linear congruential generators (Park Miller) and multiple recursive generators (Knuth TAOCP), generalized feedback shift register (SF-Mersenne Twister algorithm and WELL generators); (2) quasi random generators - the Torus algorithm, the Sobol sequence, the Halton sequence (thus include Van der Corput sequence) and (3) some additional tests such as the gap test, the serial test, the poker test... The package depends on rngWELL package but it can be provided without this dependency on demand to the maintainer. For true random number generation, use the ’random’ package, for Latin Hypercube Sampling (a hybrid QMC method), use the ’lhs’ package, a number of RNGs and tests for RNGs are provided by ’RDieHarder’, all available on CRAN. There is also a small stand-alone package ’rngwell19937’ for the WELL19937a RNG. Homepage: http://cran.r-project.org/web/packages/randtoolbox/ Source Code: https://github.com/cran/randtoolbox Dependencies: R Related Software: R; DiceKriging; DiceOptim; lhs; sensitivity; gss; TOMS659; DDSketch; ggplot2; Python; tdigest; patchwork; benchden; microbenchmark; RunStats; mvtnorm; UDDSketch; Rcpp; BH; OnlineStats.jl Cited in: 17 Publications all top 5 Cited by 26 Authors 5 Lamboni, Matieyendou 2 Roshan Joseph, V. 1 Aidara, Cherif Ahmat Tidiane 1 Başoğlu, İsmail 1 Buchholz, Alexander 1 Chopin, Nicolas 1 Crowther, Michael J. 1 Dingeç, Kemal Dinçer 1 Faure, Henri 1 Hickey, Graeme L. 1 Huang, Chaofan 1 Jung, Hoimin 1 Kaminski, Bogumil 1 Kim, Daeyoung 1 Kolamunnage-Dona, Ruwanthi 1 Lee, Keunbaik 1 Lemieux, Christiane 1 Liu, Liwei 1 Mak, Simon 1 Ning, Jianhui 1 Philipson, Pete 1 Ray, Douglas M. 1 Sak, Halis 1 Wei, Zheng 1 Xiong, Zikang 1 Yoo, Jae Keun all top 5 Cited in 13 Serials 3 Mathematics and Computers in Simulation 2 Statistical Papers 2 Journal of Computational and Graphical Statistics 1 Acta Arithmetica 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 International Journal of Approximate Reasoning 1 European Journal of Operational Research 1 International Journal of Computer Mathematics 1 Computational Statistics and Data Analysis 1 Statistical Methods and Applications 1 Sankhyā. Series B 1 Statistics and Computing all top 5 Cited in 8 Fields 14 Statistics (62-XX) 4 Numerical analysis (65-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Number theory (11-XX) 1 Functional analysis (46-XX) 1 Convex and discrete geometry (52-XX) 1 Probability theory and stochastic processes (60-XX) 1 Biology and other natural sciences (92-XX) Citations by Year