| Random.user | R Documentation |
Function RNGkind allows user-coded uniform and
normal random number generators to be supplied. The details are given
here.
A user-specified uniform RNG is called from entry points in
dynamically-loaded compiled code. The user must supply the entry point
user_unif_rand, which takes no arguments and returns a
pointer to a double. The example below will show the general
pattern. The generator should have at least 25 bits of precision.
Optionally, the user can supply the entry point user_unif_init,
which is called with an unsigned int argument when
RNGkind (or set.seed) is called, and is intended
to be used to initialize the user's RNG code. The argument is intended
to be used to set the ‘seeds’; it is the seed argument to
set.seed or an essentially random seed if RNGkind
is called.
If only these functions are supplied, no information about the
generator's state is recorded in .Random.seed. Optionally,
functions user_unif_nseed and user_unif_seedloc can be
supplied which are called with no arguments and should return pointers
to the number of seeds and to an integer (specifically, Int32)
array of seeds. Calls to GetRNGstate and PutRNGstate
will then copy this array to and from .Random.seed.
A user-specified normal RNG is specified by a single entry point
user_norm_rand, which takes no arguments and returns a
pointer to a double.
As with all compiled code, mis-specifying these functions can crash R. Do include the ‘R_ext/Random.h’ header file for type checking.
## Not run:
## Marsaglia's congruential PRNG
#include <R_ext/Random.h>
static Int32 seed;
static double res;
static int nseed = 1;
double * user_unif_rand()
{
seed = 69069 * seed + 1;
res = seed * 2.32830643653869e-10;
return &res;
}
void user_unif_init(Int32 seed_in) { seed = seed_in; }
int * user_unif_nseed() { return &nseed; }
int * user_unif_seedloc() { return (int *) &seed; }
/* ratio-of-uniforms for normal */
#include <math.h>
static double x;
double * user_norm_rand()
{
double u, v, z;
do {
u = unif_rand();
v = 0.857764 * (2. * unif_rand() - 1);
x = v/u; z = 0.25 * x * x;
if (z < 1. - u) break;
if (z > 0.259/u + 0.35) continue;
} while (z > -log(u));
return &x;
}
## Use under Unix:
R CMD SHLIB urand.c
R
> dyn.load("urand.so")
> RNGkind("user")
> runif(10)
> .Random.seed
> RNGkind(, "user")
> rnorm(10)
> RNGkind()
[1] "user-supplied" "user-supplied"
## End(Not run)
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