dqrng

Fast Pseudo Random Number Generators

Several fast random number generators are provided as C++ header only libraries: The PCG family by O'Neill (2014 <https://www.cs.hmc.edu/tr/hmc-cs-2014-0905.pdf>) as well as Xoroshiro128+ and Xoshiro256+ by Blackman and Vigna (2018 <arXiv:1805.01407>). 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, <doi:10.18637/jss.v005.i08>). 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 <doi:10.1145/2063384.2063405>) as provided by the package 'sitmo'.

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Description file content

Package
dqrng
Type
Package
Title
Fast Pseudo Random Number Generators
Version
0.1.1
Description
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'.
License
AGPL-3 | file LICENSE
Depends
R (>= 3.1.0)
Imports
Rcpp (>= 0.12.16)
LinkingTo
Rcpp, BH (>= 1.64.0-1), sitmo (>= 2.0.0)
RoxygenNote
6.1.1
Suggests
testthat, knitr, rmarkdown
VignetteBuilder
knitr
URL
BugReports
https://github.com/daqana/dqrng/issues
Encoding
UTF-8
NeedsCompilation
yes
Packaged
2019-03-11 14:30:38 UTC; ralf
Author
Ralf Stubner [aut, cre], daqana GmbH [cph], David Blackman [ctb], Melissa O'Neill [ctb], Sebastiano Vigna [ctb], Aaron Lun [ctb]
Maintainer
Ralf Stubner
Repository
CRAN
Date/Publication
2019-03-11 15:42:40 UTC

install.packages('dqrng')

0.1.1

10 days ago

https://www.daqana.org/dqrng

Ralf Stubner

AGPL-3 | file LICENSE

Depends on

R (>= 3.1.0)

Imports

Rcpp (>= 0.12.16)

Suggests

testthat, knitr, rmarkdown

Discussions