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'.

Package details

AuthorRalf 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>)
MaintainerRalf Stubner <ralf.stubner@gmail.com>
LicenseAGPL-3
Version0.4.1
URL https://daqana.github.io/dqrng/ https://github.com/daqana/dqrng
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("dqrng")

Try the dqrng package in your browser

Any scripts or data that you put into this service are public.

dqrng documentation built on May 29, 2024, 12:10 p.m.