rTRNG-package: TRNG C++ library functionality exposed to R.

Description Author(s) References See Also

Description

Tina's Random Number Generator Library (TRNG) is a state-of-the-art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations (https://numbercrunch.de/trng/). It provides a variety of random number engines (pseudo-random number generators) and distributions. In particular, parallel random number engines provided by TRNG support techniques such as block-splitting and leapfrogging suitable for parallel algorithms. See ‘References’ for an introduction to the concepts and details around (parallel) random number generation.

rTRNG

Package rTRNG provides the R users with access to the functionality of the underlying TRNG C++ library in different ways and at different levels.

See the package vignettes (browseVignettes("rTRNG")) for an overview and demos and refer to the examples in the documentation for further use cases.

Author(s)

Maintainer: Riccardo Porreca riccardo.porreca@mirai-solutions.com

Authors:

Other contributors:

References

Heiko Bauke, Tina's Random Number Generator Library, Version 4.23.1, https://github.com/rabauke/trng4/blob/v4.23.1/doc/trng.pdf.

Stephan Mertens, Random Number Generators: A Survival Guide for Large Scale Simulations, 2009, https://ui.adsabs.harvard.edu/abs/2009arXiv0905.4238M

See Also

Useful links:


rTRNG documentation built on Jan. 31, 2021, 1:07 a.m.