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

Roger D. Peng rpeng at stat.ucla.edu
Fri May 30 19:16:34 CEST 2003


Since it is available in the `SuppDists' package, why do we need it in 
the `base' package?  There are perhaps hundreds of useful functions that 
exist in external packages that are not in `base'.  My understanding was 
that one goal was to keep `base' from getting too bloated.

-roger


Ravi Varadhan wrote:

> 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.
> 
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