dqrng-package: dqrng: Fast Pseudo Random Number Generators
In dqrng: Fast Pseudo Random Number Generators
dqrng-package R Documentation
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 the Xoroshiro / Xoshiro family by Blackman and Vigna (2021 \Sexpr[results=rd]{tools:::Rd_expr_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, \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 ralf.stubner@gmail.com (ORCID)
Other contributors:
daqana GmbH [copyright holder]
David Blackman (Xoroshiro / Xoshiro family) [copyright holder]
Melissa O'Neill oneill@pcg-random.org (PCG family) [copyright holder]
Sebastiano Vigna vigna@acm.org (Xoroshiro / Xoshiro family) [copyright holder]
Aaron Lun [contributor]
Kyle Butts kyle.butts@colorado.edu [contributor]
Henrik Sloot [contributor]
Philippe Grosjean (ORCID) [contributor]
See Also
Useful links:
dqrng documentation built on May 29, 2024, 12:10 p.m.
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| dqrng-package | R Documentation |
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 the Xoroshiro / Xoshiro family by Blackman and Vigna (2021 \Sexpr[results=rd]{tools:::Rd_expr_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, \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 ralf.stubner@gmail.com (ORCID)
Other contributors:
daqana GmbH [copyright holder]
David Blackman (Xoroshiro / Xoshiro family) [copyright holder]
Melissa O'Neill oneill@pcg-random.org (PCG family) [copyright holder]
Sebastiano Vigna vigna@acm.org (Xoroshiro / Xoshiro family) [copyright holder]
Aaron Lun [contributor]
Kyle Butts kyle.butts@colorado.edu [contributor]
Henrik Sloot [contributor]
Philippe Grosjean (ORCID) [contributor]
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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