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 64 bit version of the Mersenne-Twister by Matsumoto and Nishimura (1998 <doi:10.1145/272991.272995>), the default 64 bit generator from the PCG family as well as Xoroshiro128+ and Xoshiro256+.
| Version: | 0.0.4 |
| Depends: | R (≥ 3.1.0) |
| Imports: | Rcpp (≥ 0.12.16) |
| LinkingTo: | Rcpp, BH (≥ 1.64.0-1) |
| Suggests: | testthat, knitr, rmarkdown, covr |
| Published: | 2018-06-08 |
| Author: | Ralf Stubner [aut, cre], daqana GmbH [cph], David Blackman [ctb], Melissa O'Neill [ctb], Sebastiano Vigna [ctb] |
| Maintainer: | Ralf Stubner <ralf.stubner at daqana.com> |
| BugReports: | https://github.com/daqana/dqrng/issues |
| License: | AGPL-3 | file LICENSE |
| URL: | https://www.daqana.org/dqrng |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | HighPerformanceComputing |
| CRAN checks: | dqrng results |
| Reference manual: | dqrng.pdf |
| Vignettes: |
Fast Pseudo Random Number Generators for R Parallel RNG usage |
| Package source: | dqrng_0.0.4.tar.gz |
| Windows binaries: | r-devel: dqrng_0.0.4.zip, r-release: dqrng_0.0.4.zip, r-oldrel: dqrng_0.0.4.zip |
| OS X binaries: | r-release: dqrng_0.0.4.tgz, r-oldrel: dqrng_0.0.4.tgz |
| Old sources: | dqrng archive |
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