search for: ziggurat

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) mach...

I've updated the Ziggurat normal and exponential generator in SuppDists in accordance with Leong, et.al (2005). A comment on the implementation of the Ziggurat Method. Jour. Stat. Sci. 12-7, 1-4. The fix takes care of problems for very large sets of random values. I tested it a bit on small samples and it seems ok. It will...

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...://crantastic.org/packages/pgnorm Evaluation of the pdf and the cdf of the univariate p-generalized normal distribution. Sampling from the p-generalized normal distribution using either the p-generalized polar method, the p-generalized rejecting polar method, the Monty Python method, the Ziggurat method or the method of Nardon and Pianca. The package also includes routines for the simulation of the bivariate, p-generalized uniform distribution on the p-generalized unit circle and the simulation of the corresponding angular distribution. * RcmdrPlugin.SCDA (0.0) Maintainer: Isis Bul...

Hi Alexey, Thanks for the great work! The version I checked out works most of the time. But I do encounter crashes sometimes. I can't file a bug report on https://bugs.llvm.org/ because I don't have an account. I sent an email to bugs-admin at lists.llvm.org for an account already but I haven't heard back. Meanwhile, can you take a look at the issue? I'm attaching the bug report