[R] [R-pkgs] Zigurrat updated

From: Bob Wheeler <rwheeler_at_echip.com>
Date: Mon 20 Feb 2006 - 07:34:47 EST


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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Received on Tue Feb 21 10:40:29 2006

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