R: The Ziggurat normal and exponential generator

ziggurat {SuppDists} | R Documentation

## The Ziggurat normal and exponential generator

### Description

Generates normal and exponential random pseudo-random numbers by the method of Marsaglia and Tsang.

### Usage

    rziggurat(n, normal=TRUE, new.start=FALSE, seed=556677)

### Arguments

`n` | number of values to generate. If n is a vector, length(n) values will be generated
`normal` | logical scalar; if TRUE normal values are produced, otherwise exponential values
`new.start` | logical scalar. If TRUE the generator will be started afresh using the seed
`seed` | scalar 32 bit starting integer

### Value

Generates a vector of real pseudo random numbers.

### Note

This function does not work properly on LP64 machines which use 64 bit longs.

This implementation running in R is approximately three times as fast as rnorm().

### Author(s)

Bob Wheeler bwheelerg@gmail.com

### References

Marsaglia, George, and Tsang, Wai Wan. 2000. The Ziggurat method for generating random variables. Journal of Statistical software. 5-8. http://www.jstatsoft.org/v05/i08/

### Examples

    rziggurat(50,new.start=TRUE)
    rziggurat(50)
    rziggurat(50,new.start=TRUE)

[Package SuppDists version 1.1-9.4 Index]