Over the last few weeks I have been working on getting the
random number generator updated and available in R.
The Ziggurat generator provides a pretty unique combination of speed and good
statistical properties for (standard) normal random numbers (as opposed to
uniform draws as is commonn for most RNGs).
Generation of N(0,1) draws may not by itself be the dominant slowdown in a
simulation, yet when large number of draws are required it may be helpful to
have a generator that is faster than the defaults in R (which have excellent
properties, but not the fastest speed).
A first release 0.0.1 went to CRAN a
couple of weeks ago. This was followed up by a more thorough release 0.1.0
this last weekend which, as it happens, needed a minor follow-up 0.1.1 to clean up some
dependencies on the right R version, as well as vignette building procedures.