Message-ID: <59e9155a222e.5a222e59e915@jhsph.edu>
Date: 2003-05-30T14:21:44Z
From: Ravi Varadhan
Subject: Normal deviate generation - Marsaglia's ziggurat method
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.