changing the RNG transformation

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Subject: changing the RNG transformation
From: Paul Gilbert (pgilbert@bank-banque-canada.ca)
Date: Sat 03 Jul 1999 - 01:24:04 EST


Message-ID: <377CD994.44D698F7@bank-banque-canada.ca>

I have just circulated some code on S-new which gives a general strategy for
defining different RNGs and (normal) transformations in Splus (and R). Most of
this is already built into R, but the strategy for defining the transformation
is not. (Although a quick look at the C code suggests someone has been thinking
about it).

I would appreciate comments, especially on the transformation strategy. I expect
the code would be faster if the transformation was done in C.

Paul Gilbert

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