Rng: Random numbers generation

Description Usage Arguments Details Value Author(s) References Examples

Description

Random number generation with the Gnu Scientific Library, as per the reference manual section 17

Usage

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Arguments

type

In function rng_alloc(), type of random number generator. This argument is taken to be a character string which is matched to the names of the random number generators given in the GSL manual section 17.9, with the initial “gsl_rng_” removed (for example, to use generator gsl_rng_ranlux, set type to ranlux). Partial matching is used; a null string is interpreted as mt19937.

r

Instance of a random number generator. Generate this using function rng_alloc().

seed

Random number seed

length

Length of vector of random numbers to create

N

In function rng_uniform_int(), upper bound of uniform distribution

Details

These are wrappers for the random number generator functions from the GSL http://www.gnu.org/software/gsl with arguments corresponding to those from the library. Calling rng_free is not necessary as R performs garbage collection automatically.

The functions that return random numbers (rng_get, rng_uniform, rng_uniform_int, rng_uniform_pos) take an extra argument that specifies the length of the vector of random numbers to be returned.

Value

Function rng_alloc() returns an external pointer to a GSL random number generator.

Author(s)

Max Bruche

References

http://www.gnu.org/software/gsl

Examples

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r <- rng_alloc("cmrg")
rng_set(r, 100)
rng_uniform(r, 10)

Example output

[1] 100
 [1] 0.75100266 0.27632556 0.80290789 0.79234885 0.00991752 0.90312322
 [7] 0.14127554 0.44023898 0.50391344 0.88495743

gsl documentation built on May 29, 2017, 12:57 p.m.