[R-pkgs] Zigurrat updated
rwheeler at echip.com
Sun Feb 19 21:34:47 CET 2006
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 be on CRAN shortly.
Bob Wheeler --- http://www.bobwheeler.com/
ECHIP, Inc. --- Randomness comes in bunches.
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