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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'.
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Package details |
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| Author | Ralf Stubner [aut, cre] (<https://orcid.org/0009-0009-1908-106X>), daqana GmbH [cph], David Blackman [cph] (Xoroshiro / Xoshiro family), Melissa O'Neill [cph] (PCG family), Sebastiano Vigna [cph] (Xoroshiro / Xoshiro family), Aaron Lun [ctb], Kyle Butts [ctb], Henrik Sloot [ctb], Philippe Grosjean [ctb] (<https://orcid.org/0000-0002-2694-9471>) |
| Maintainer | Ralf Stubner <ralf.stubner@gmail.com> |
| License | AGPL-3 |
| Version | 0.4.1 |
| URL | https://daqana.github.io/dqrng/ https://github.com/daqana/dqrng |
| Package repository | View on CRAN |
| Installation |
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