randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests
Résumé
The randtoolbox package provides (1) pseudo random generators - general linear congruential generators, multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister) algorithm and WELL; (2) quasi random generators - the Torus algorithm, the Sobol sequence, the Halton sequence (including the Van der Corput sequence) and (3) some generator tests - the gap test, the serial test, the poker test, see, e.g., Gentle (2003).
