knitr::opts_chunk$set( collapse = TRUE, comment = "#>", fig.path = "README-" )
sitmo
: A header-only package for R containing SITMO PPRNGsThe repository houses the sitmo
R package for Parallel Psuedo Random Number Generation (PPRNG). The package provides a way to obtain the SITMO Consulting's PPRNG header files via LinkTo.
sitmo
sitmo
is available on both CRAN (Stable) and GitHub (Development). Using
CRAN to download and install sitmo
is the preferred option as it is significantly
more stable vs. the GitHub version.
To install the package from CRAN, you can simply type:
install.packages("sitmo")
The package will be installed and available in a similar fashion to
other R packages. The main exception to this note is that to use sitmo
to
create a package you will need to acquire a compiler. This is detailed under
the development install instructions.
To install the package, you must first have a compiler on your system that is compatible with R.
For help on obtaining a compiler consult:
With a compiler in hand, one can then install the package from GitHub by:
install.packages("devtools") devtools::install_github("coatless/sitmo")
sitmo
There are two ways to use sitmo
. The first is to use sitmo
in a standalone
script. The script is typically built using sourceCpp()
. The second approach
allows for sitmo
to be used within an R package.
Within the C++
file, the sitmo
package provides an Rcpp plugins'
depends statement that must be included after sitmo.h
header. This plugin
statement indicates that a dependency is sitmo
.
#include <Rcpp.h> #include <sitmo.h> // [[Rcpp::depends(sitmo)]]
To use the two other engines, threefry
and vandercorput
, they must be
loaded like:
#include <Rcpp.h> #include <threefry.h> // or use #include <vandercorput.h> // [[Rcpp::depends(sitmo)]] // [[Rcpp::plugins(cpp11)]]
sitmo
Engine ExampleBelow is a hello world example meant to show a basic implementation of sitmo
.
#include <Rcpp.h> #include <random> // C++11 RNG library #include <sitmo.h> // SITMO PPRNG // Rcpp depends attribute is required for standalone use. // It is not needed if in package linking to the sitmo package (detailed next). // [[Rcpp::depends(sitmo)]] // [[Rcpp::export]] Rcpp::NumericVector sitmo_draws_ex(unsigned int n) { Rcpp::NumericVector o(n); // Create a prng engine sitmo::prng eng; // Draw from base engine for (unsigned int i=0; i< n ; ++i){ o(i) = eng(); } return o; } /*** R sitmo_draws_ex(5) */
threefry
Engine ExampleBelow is a hello world example meant to show a basic implementation of threefry
.
This engine requires C++11.
#include <Rcpp.h> #include <threefry.h> // Rcpp depends attribute is required for standalone use. // It is not needed if in package linking to the sitmo package (detailed next). // [[Rcpp::depends(sitmo)]] // threefry requires access to a C++11 compatible compiler // [[Rcpp::plugins(cpp11)]] // [[Rcpp::export]] void threefry_draws_streaming(unsigned int n) { sitmo::threefry eng1, eng2; eng1.seed(0); // reset the first engine (not really necessary) eng2.seed(1); // 2nd engine gets a different seed Rcpp::Rcout << "\nTwo independent streams.\n"; for (unsigned int i = 0; i < n; ++i) Rcpp::Rcout << eng1() << " " << eng2() << "\n"; }
vandercorput
Engine ExampleBelow is a hello world example meant to show a basic implementation of vandercorput
.
This engine requires C++11.
#include <Rcpp.h> #include <vandercorput.h> // Rcpp depends attribute is required for standalone use. // It is not needed if in package linking to the sitmo package (detailed next). // [[Rcpp::depends(sitmo)]] // vandercorput requires access to a C++11 compatible compiler // [[Rcpp::plugins(cpp11)]] // [[Rcpp::export]] void vandercorput_draws_streaming(unsigned int n) { sitmo::vandercorput eng; for (unsigned int i = 0; i < n; ++i) Rcpp::Rcout << eng() << "\n"; }
To use sitmo
in your R package, modify the DESCRIPTION
file by adding:
LinkingTo: Rcpp, sitmo Imports: Rcpp (>= 0.12.11)
To use C++11's statistical distributions, you may want to add the
following to your src/Makevars
and src/Makevars.win
file:
CXX_STD = CXX11
Within a C++
file in src/
, then add:
```{Rcpp, eval = FALSE}
```
You do not need to add each header file. Pick and choose the appropriate engine for your needs.
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