NormGen: An Efficient and Precise Quantile Mapping for Normal
Pseudo-Random Number Generation
High-performance pseudo-normal random generator using an
optimized quantile mapping algorithm. It provides fast generation of
normal pseudo-random numbers based on precise mathematical
approximations. The package features Rnorm() for efficient
single-threaded generation and parallel_Rnorm(), a high-performance,
multithreaded variant powered by 'RcppParallel' and Intel 'TBB'.
Package compilation flags are optimized to support multi-core parallel
processing.
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