dqrng-package: dqrng: Fast Pseudo Random Number Generators

In dqrng: Fast Pseudo Random Number Generators

dqrng: Fast Pseudo Random Number Generators

Description

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, \Sexpr[results=rd]{tools:::Rd_expr_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, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1145/2063384.2063405")}) as provided by the package 'sitmo'.

Author(s)

Maintainer: Ralf Stubner [e-mail]

Other contributors:

• daqana GmbH [copyright holder]

• David Blackman [contributor]

• Melissa O'Neill [e-mail] [contributor]

• Sebastiano Vigna [e-mail] [contributor]

• Aaron Lun [contributor]

• Kyle Butts [e-mail] [contributor]

See Also

Useful links:

• https://daqana.github.io/dqrng/

• https://github.com/daqana/dqrng

• Report bugs at https://github.com/daqana/dqrng/issues

dqrng documentation built on Aug. 31, 2023, 1:07 a.m.