[R] Normal deviate generation - Marsaglia's ziggurat method

Ravi Varadhan
Fri, 30 May 2003 14:21:44 -0000

Hi:

I was wondering why Marsaglia's new ziggurat method for generating
deviates from the standard normal distribution has not been implemented
in the R base package. I know that it is available in SuppDists
pacakage of Bob Wheeler, as "rziggurat". According my timing tests, it
is about 6 to 7 times faster (on a Pentium 2.4 MHz) machine than the
default Inversion method used in R base package.

thanks,
Ravi.