Package: dqrng 0.4.1.1
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:
dqrng_0.4.1.1.tar.gz
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dqrng.pdf |dqrng.html✨
dqrng/json (API)
NEWS
# Install 'dqrng' in R: |
install.packages('dqrng', repos = c('https://mrc-ide.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/daqana/dqrng/issues
randomrandom-distributionsrandom-generationrandom-samplingrng
Last updated 2 months agofrom:003ab0c7de (on main). Checks:OK: 9. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 05 2024 |
R-4.5-win-x86_64 | OK | Nov 05 2024 |
R-4.5-linux-x86_64 | OK | Nov 05 2024 |
R-4.4-win-x86_64 | OK | Nov 05 2024 |
R-4.4-mac-x86_64 | OK | Nov 05 2024 |
R-4.4-mac-aarch64 | OK | Nov 05 2024 |
R-4.3-win-x86_64 | OK | Nov 05 2024 |
R-4.3-mac-x86_64 | OK | Nov 05 2024 |
R-4.3-mac-aarch64 | OK | Nov 05 2024 |
Exports:dqrexpdqrmvnormdqrng_get_statedqrng_set_statedqRNGkinddqrnormdqrrademacherdqrunifdqsampledqsample.intdqset.seedgenerateSeedVectorsregister_methodsrestore_methods
C++ API
Rendered fromcpp-api.Rmd
usingknitr::rmarkdown
on Nov 05 2024.Last update: 2024-05-12
Started: 2019-04-22
Fast Pseudo Random Number Generators for R
Rendered fromdqrng.Rmd
usingknitr::rmarkdown
on Nov 05 2024.Last update: 2024-04-21
Started: 2018-04-19
Fast sampling methods
Rendered fromsample.Rmd
usingknitr::rmarkdown
on Nov 05 2024.Last update: 2023-08-30
Started: 2023-07-30
Parallel RNG usage
Rendered fromparallel.Rmd
usingknitr::rmarkdown
on Nov 05 2024.Last update: 2024-05-12
Started: 2018-06-08
Readme and manuals
Help Manual
Help page | Topics |
---|---|
dqrng: Fast Pseudo Random Number Generators | dqrng-package dqrng |
Multivariate Distributions | dqrmvnorm |
R interface | dqrexp dqRNGkind dqrng_get_state dqrng_set_state dqrnorm dqrrademacher dqrunif dqset.seed |
Unbiased Random Samples and Permutations | dqsample dqsample.int |
Generate seed as a integer vector | generateSeedVectors |
Registering as user-supplied RNG | register_methods restore_methods |