[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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