I am currently using Microsoft R Open, which makes my matrix operations very fast. I still need a R package for fast monte carlo simulation. In general, I need a fast random number generator (actually I am not sure if using Microsoft R Open makes R base random number generator more performant); I also need a fast way of writing for loops. I use foreach package for fast for loops, but haven't test if it is good for monte carlo simulation.

PS: I am not considering writing my code in Rcpp.