user-supplied-rng: Registering as user-supplied RNG

In dqrng: Fast Pseudo Random Number Generators

Registering as user-supplied RNG

Description

The random-number generators (RNG) from this package can be registered as user-supplied RNG. This way all r<dist> functions make use of the provided fast RNGs.

Usage

register_methods(kind = c("both", "rng"))

restore_methods()

Arguments

kind	Which methods should be registered? Either "both" or "rng".

Details

Caveats:

• While runif and dqrunif as well as rnorm and dqrnorm will produce the same results, this is not the case for rexp and dqrexp.

• The dqr<dist> functions are still faster than r<dist> when many random numbers are generated.

• You can use only the RNG from this package using register_method("rng") or both the RNG and the Ziggurat method for normal draws with register_method("both"). The latter approach is used by default. Using only the Ziggurat method will give undefined behavior and is not supported!

• Calling dqset.seed(NULL) re-initializes the RNG from R's RNG. This no longer makes sense when the RNG has been registered as user-supplied RNG. In that case set.seed{NULL} needs to be used.

• With R's in-build RNGs one can get access to the internal state using .Random.seed. This is not possible here, since the internal state is a private member of the used C++ classes.

You can automatically register these methods when loading this package by setting the option dqrng.register_methods to TRUE, e.g. with options(dqrng.register_methods=TRUE).

Notes on seeding:

• When a user-supplied RNG is registered, it is also seeded from the previously used RNG. You will therefore get reproducible (but different) whether you call set.seed() before or after register_methods().

• When called with a single integer as argument, both set.seed() and dqset.seed() have the same effect. However, dqset.seed() allows you to call it with two integers thereby supplying 64 bits of initial state instead of just 32 bits.

Value

Invisibly returns a three-element character vector of the RNG, normal and sample kinds before the call.

See Also

RNGkind and Random.user

Examples

register_methods()
# set.seed and dqset.seed influence both (dq)runif and (dq)rnorm
set.seed(4711); runif(5)
set.seed(4711); dqrunif(5)
dqset.seed(4711); rnorm(5)
dqset.seed(4711); dqrnorm(5)
# similarly for other r<dist> functions
set.seed(4711); rt(5, 10)
dqset.seed(4711); rt(5, 10)
# but (dq)rexp give different results
set.seed(4711); rexp(5, 10)
set.seed(4711); dqrexp(5, 10)
restore_methods()

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