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

Ravi Varadhan rvaradha at jhsph.edu
Fri May 30 16:21:44 CEST 2003


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. 


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