r-cran-dqrng

GNU R fast pseudo random number generators
  https://cran.r-project.org/package=dqrng
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Several fast random number generators are provided as C++ header only libraries: The PCG family by O'Neill (2014 ) as well as Xoroshiro128+ and Xoshiro256+ by Blackman and Vigna (2018 ). In addition fast functions for generating random numbers according to a uniform, normal and exponential distribution are included. The latter two use the Ziggurat algorithm originally proposed by Marsaglia and Tsang (2000, ). These functions are exported to R and as a C++ interface and are enabled for use with the default 64 bit generator from the PCG family, Xoroshiro128+ and Xoshiro256+ as well as the 64 bit version of the 20 rounds Threefry engine (Salmon et al., 2011 ) as provided by the package 'sitmo'.