dqrng-functions: R interface

In dqrng: Fast Pseudo Random Number Generators

R interface

Description

The dqrng package provides several fast random number generators together with fast functions for generating random numbers according to a uniform, normal and exponential distribution. These functions are modeled after the base functions set.seed, RNGkind, runif, rnorm, and rexp. However, note that the functions provided here do not accept vector arguments for the number of observations as well as the parameters describing the distribution functions. Please see register_methods if you need this functionality.

dqrrademacher uses a fast algorithm to generate random Rademacher variables (-1 and 1 with equal probability). To do so, it generates a random 64 bit integer and then uses each bit to generate a 0/1 variable. This generates 64 integers per random number generation.

dqrng_get_state and dqrng_set_state can be used to get and set the RNG's internal state. The character vector should not be manipulated directly.

Usage

dqRNGkind(kind, normal_kind = "ignored")

dqrng_get_state()

dqrng_set_state(state)

dqrunif(n, min = 0, max = 1)

dqrnorm(n, mean = 0, sd = 1)

dqrexp(n, rate = 1)

dqrrademacher(n)

dqset.seed(seed, stream = NULL)

Arguments

kind	string specifying the RNG (see details)
normal_kind	ignored; included for compatibility with RNGkind
state	character vector representation of the RNG's internal state
n	number of observations
min	lower limit of the uniform distribution
max	upper limit of the uniform distribution
mean	mean value of the normal distribution
sd	standard deviation of the normal distribution
rate	rate of the exponential distribution
seed	integer scalar to seed the random number generator, or an integer vector of length 2 representing a 64-bit seed. Maybe NULL, see details.
stream	integer used for selecting the RNG stream; either a scalar or a vector of length 2

Details

Supported RNG kinds:

pcg64

The default 64 bit variant from the PCG family developed by Melissa O'Neill. See https://www.pcg-random.org/ for more details.

Xoroshiro128++ and Xoshiro256++

RNGs developed by David Blackman and Sebastiano Vigna. See https://prng.di.unimi.it/ for more details. The older generators Xoroshiro128+ and Xoshiro256+ should be used only for backwards compatibility.

Threefry

The 64 bit version of the 20 rounds Threefry engine as provided by sitmo-package

Xoroshiro128++ is the default since it is fast, small and has good statistical properties.

The functions dqrnorm and dqrexp use the Ziggurat algorithm as provided by boost.random.

See generateSeedVectors for rapid generation of integer-vector seeds that provide 64 bits of entropy. These allow full exploration of the state space of the 64-bit RNGs provided in this package.

If the provided seed is NULL, a seed is generated from R's RNG without state alteration.

Value

dqrunif, dqrnorm, and dqrexp return a numeric vector of length n. dqrrademacher returns an integer vector of length n. dqrng_get_state returns a character vector representation of the RNG's internal state.

See Also

set.seed, RNGkind, runif, rnorm, and rexp

Examples

library(dqrng)

# Set custom RNG.
dqRNGkind("Xoshiro256++")

# Use an integer scalar to set a seed.
dqset.seed(42)

# Use integer scalars to set a seed and the stream.
dqset.seed(42, 123)

# Use an integer vector to set a seed.
dqset.seed(c(31311L, 24123423L))

# Use an integer vector to set a seed and a scalar to select the stream.
dqset.seed(c(31311L, 24123423L), 123)

# Random sampling from distributions.
dqrunif(5, min = 2, max = 10)
dqrexp(5, rate = 4)
dqrnorm(5, mean = 5, sd = 3)

# get and restore the state
(state <- dqrng_get_state())
dqrunif(5)
dqrng_set_state(state)
dqrunif(5)

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