RcppZiggurat 0.1.8 on CRAN: Build Refinements
A new release 0.1.8 of RcppZiggurat is now on the CRAN network for R, following up on the 0.1.7 release last week which was the first release in four and a half years.
The RcppZiggurat package updates the code for the Ziggurat generator by Marsaglia and others which provides very fast draws from a Normal (or Exponential) 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).
This release switches the vignette to the standard trick of premaking
it as a pdf and including it in a short Sweave document that imports it
via pdfpages; this minimizes build-time dependencies on
other TeXLive components. It also incorporates a change contributed by
Tomas to rely on the system build of the GSL on Windows as well if
Rtools 42 or later is found. No other changes.
The NEWS file entry below lists all changes.
Changes in version 0.1.8 (2025-03-30)
The vignette is now premade and rendered as Rnw via pdfpage to minimize the need for TeXLive package at build / install time (Dirk)
Windows builds now use the GNU GSL when Rtools is 42 or later (Tomas Kalibera in #25)
Courtesy of my CRANberries, there is a diffstat report relative to previous release. More detailed information is on the Rcppziggurat page or the GitHub repository.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. If you like this or other open-source work I do, you can sponsor me at GitHub.
