Qrng {gsl} | R Documentation |
Quasi-random sequences
Description
Quasi-random sequences as per the Gnu Scientific Library, reference
manual section 18. These functions are declared in header file
gsl_qrng.h
Usage
qrng_alloc(type = c("niederreiter_2", "sobol"), dim)
qrng_clone(q)
qrng_init(q)
qrng_name(q)
qrng_size(q)
qrng_get(q, n = 1)
Arguments
type |
Type of sequence |
dim |
Dimension of sequence |
q |
Generator from |
n |
How many vectors to generate |
Details
These are wrappers for the quasi-random sequence
functions from the GSL https://www.gnu.org/software/gsl/ with
arguments corresponding to those from the library, with a few exceptions.
In particular: I have used dim
where the GSL uses just d
;
I have added the n
argument to the qrng_get
function, so that
a single call can generate n
vectors; I have not provided R
functions corresponding to qrng_free
(because R will automatically
free the generator when it is garbage collected) or qrng_state
or
qrng_memcpy
(because these don't make sense within R.)
Value
qrng_alloc
, qrng_clone
and qrng_init
return an external pointer
to the C structure representing the generator. The internals of this structure
are not accessible from within R.
qrng_name
returns a character vector giving the name of the generator.
qrng_size
returns an integer value giving the internal memory
usage of the generator.
qrng_get
returns a matrix with n
rows and dim
columns.
Each row is a vector in the quasi-random sequence.
Author(s)
Duncan Murdoch
References
https://www.gnu.org/software/gsl/
Examples
q <- qrng_alloc(dim = 2)
qrng_name(q)
qrng_get(q, 10)