Wed, 27 Sep 2017

RcppZiggurat 0.1.4


A maintenance release of RcppZiggurat is now on the CRAN network for R. It switched the vignette to the our new pinp package and its two-column pdf default.

The RcppZiggurat package updates the code for the Ziggurat generator which provides very fast draws from a Normal distribution. The package provides a simple C++ wrapper class for the generator improving on the very basic macros, and permits comparison among several existing Ziggurat implementations. This can be seen in the figure where Ziggurat from this package dominates accessing the implementations from the GSL, QuantLib and Gretl---all of which are still way faster than the default Normal generator in R (which is of course of higher code complexity).

The NEWS file entry below lists all changes.

Changes in version 0.1.4 (2017-07-27)

  • The vignette now uses the pinp package in two-column mode.

  • Dynamic symbol registration is now enabled.

Courtesy of CRANberries, there is also a diffstat report for the most recent release. More information is on the RcppZiggurat page.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

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