clrng: Parallel Random Number Generation on GPU

Builds on 'gpuR' and utilizes the 'clRNG' ('OpenCL') library to provide efficient tools to generate independent random numbers in parallel on a GPU and save the results as 'R' objects, ensuring high-quality random numbers even when 'R' is used interactively or in an ad-hoc manner. Includes Fisher's simulation method adapted from Patefield, William M (1981) <doi:10.2307/2346669> and 'MRG31k3p' Random Number Generator from 'clRNG' library by Advanced Micro Devices, Inc. (2015) <https://github.com/clMathLibraries/clRNG>.

Package details

AuthorRuoyong Xu [cre, aut, ctb] (<https://orcid.org/0000-0003-3474-8183>), Patrick Brown [aut, ctb] (<https://orcid.org/0000-0003-2541-3744>), Advanced Micro Devices, Inc. [cph] (Copyright holder of clRNG library code)
MaintainerRuoyong Xu <ruoyong.xu@mail.utoronto.ca>
LicenseGPL-3
Version0.0.5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("clrng")

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clrng documentation built on Sept. 11, 2024, 7:19 p.m.