Package: dqrng 0.4.1

Ralf Stubner

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 the Xoroshiro / Xoshiro family by Blackman and Vigna (2021 <doi:10.1145/3460772>). 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>). The fast sampling methods support unweighted sampling both with and without replacement. 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'.

Authors:Ralf Stubner [aut, cre], daqana GmbH [cph], David Blackman [cph], Melissa O'Neill [cph], Sebastiano Vigna [cph], Aaron Lun [ctb], Kyle Butts [ctb], Henrik Sloot [ctb], Philippe Grosjean [ctb]

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dqrng.pdf |dqrng.html
dqrng/json (API)
NEWS

# Install dqrng in R:
install.packages('dqrng', repos = c('https://daqana.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/daqana/dqrng/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

randomrandom-distributionsrandom-generationrandom-samplingrng

14 exports 37 stars 8.35 score 3 dependencies 236 dependents

Last updated 25 days agofrom:51a7134eb45fbb0bf4634e477e1157096693b898

Exports:dqrexpdqrmvnormdqrng_get_statedqrng_set_statedqRNGkinddqrnormdqrrademacherdqrunifdqsampledqsample.intdqset.seedgenerateSeedVectorsregister_methodsrestore_methods

Dependencies:BHRcppsitmo

C++ API

Rendered fromcpp-api.Rmdusingknitr::rmarkdownon May 28 2024.

Last update: 2024-05-12
Started: 2019-04-22

Fast Pseudo Random Number Generators for R

Rendered fromdqrng.Rmdusingknitr::rmarkdownon May 28 2024.

Last update: 2024-04-21
Started: 2018-04-19

Fast sampling methods

Rendered fromsample.Rmdusingknitr::rmarkdownon May 28 2024.

Last update: 2023-08-30
Started: 2023-07-30

Parallel RNG usage

Rendered fromparallel.Rmdusingknitr::rmarkdownon May 28 2024.

Last update: 2024-05-12
Started: 2018-06-08

Readme and manuals

Help Manual

Help pageTopics
dqrng: Fast Pseudo Random Number Generatorsdqrng-package dqrng
Multivariate Distributionsdqrmvnorm
R interfacedqrexp dqRNGkind dqrng_get_state dqrng_set_state dqrnorm dqrrademacher dqrunif dqset.seed
Unbiased Random Samples and Permutationsdqsample dqsample.int
Generate seed as a integer vectorgenerateSeedVectors
Registering as user-supplied RNGregister_methods restore_methods