The RcppZiggurat package updates the code for the Ziggurat generator which provides very fast draws from a Normal distribution. The package provides a simple C++ wrapper class for the generator improving on the very basic macros, and permits comparison among several existing Ziggurat implementations. This can be seen in the figure where Ziggurat from this package dominates accessing the implementations from the GSL, QuantLib and Gretl—all of which are still way faster than the default Normal generator in R (which is of course of higher code complexity).
Per a request from CRAN, we changed the vignette to accomodate
pandoc 2.* just as we did with the most recent pinp release two days ago. No other changes were made. Other changes that have been pending are a minor rewrite of DOIs in
DESCRIPTION, a corrected state setter thanks to a PR by Ralf Stubner, and a tweak for function registration to have
NEWS file entry below lists all changes.
Changes in version 0.1.5 (2018-06-10)
Description rewritten using doi for references.
Dynamic registration reverts to manual mode so that user_norm_rand() is visible as well (#7).
The vignette was updated to accomodate pandoc 2* [CRAN request].