| dqrng-package {dqrng} | R Documentation |
dqrng: Fast Pseudo Random Number Generators
Description
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'.
Author(s)
Maintainer: Ralf Stubner ralf.stubner@gmail.com (ORCID)
Other contributors:
daqana GmbH [copyright holder]
David Blackman (Xoroshiro / Xoshiro family) [copyright holder]
Melissa O'Neill oneill@pcg-random.org (PCG family) [copyright holder]
Sebastiano Vigna vigna@acm.org (Xoroshiro / Xoshiro family) [copyright holder]
Aaron Lun [contributor]
Kyle Butts kyle.butts@colorado.edu [contributor]
Henrik Sloot [contributor]
Philippe Grosjean (ORCID) [contributor]
See Also
Useful links:
Report bugs at https://github.com/daqana/dqrng/issues